+235.5%
EWY vs FAST
+546.1%
-310.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +10.4% | +5.0% | +5.4% | +8.6% |
| 30D | -12.7% | +8.6% | -21.3% | -15.3% |
| 3M | -17.3% | +6.9% | -24.3% | -19.5% |
| 6M | -18.6% | +29.6% | -48.1% | -26.3% |
| YTD | +49.5% | +41.4% | +8.1% | +30.6% |
| 1Y | +55.0% | +38.5% | +16.5% | +36.2% |
| 3Y | +159.0% | +98.7% | +60.2% | +93.5% |
| 5Y | +102.5% | +108.0% | -5.6% | +46.0% |
| All | +235.5% | +546.1% | -310.5% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling