+17,250.8%
ETN vs FAST
+78,946.1%
-61,695.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -9.3% | +4.8% | -14.1% | -10.6% |
| 30D | -17.3% | +8.6% | -25.9% | -19.5% |
| 3M | -20.1% | +5.7% | -25.8% | -21.6% |
| 6M | -11.3% | +25.5% | -36.8% | -17.6% |
| YTD | +12.5% | +39.6% | -27.1% | +1.0% |
| 1Y | -5.6% | +35.5% | -41.1% | -14.5% |
| 3Y | +65.6% | +96.2% | -30.6% | +32.8% |
| 5Y | +122.4% | +110.2% | +12.2% | +74.3% |
| 10Y | +531.4% | +531.8% | -0.4% | +260.9% |
| All | +17,250.8% | +78,946.1% | -61,695.3% | +5,632.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling