+85.6%
ETN vs FAST
+91.5%
-5.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +8.0% | +1.3% | +6.7% | +7.4% |
| 30D | -5.9% | -4.7% | -1.2% | -3.9% |
| 3M | +5.0% | +7.9% | -3.0% | +1.3% |
| 6M | +22.4% | +7.4% | +15.0% | +18.0% |
| YTD | +33.6% | +25.1% | +8.6% | +20.3% |
| 1Y | +22.1% | +4.7% | +17.4% | +18.6% |
| 3Y | +85.6% | +94.7% | -9.1% | +29.0% |
| All | +85.6% | +91.5% | -5.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling