+219.4%
EWY vs FAST
+606.6%
-387.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.7% |
| 7D | -6.3% | +3.8% | -10.1% | -7.5% |
| 30D | -19.8% | +8.1% | -27.9% | -22.1% |
| 3M | -14.4% | +5.8% | -20.2% | -16.3% |
| 6M | -25.3% | +24.9% | -50.1% | -31.5% |
| YTD | +46.2% | +38.9% | +7.2% | +28.5% |
| 1Y | +58.3% | +36.5% | +21.8% | +39.9% |
| 3Y | +155.0% | +98.1% | +56.8% | +90.8% |
| 5Y | +99.5% | +109.3% | -9.8% | +43.6% |
| 10Y | +219.4% | +547.9% | -328.5% | +59.7% |
| All | +219.4% | +606.6% | -387.2% | +59.7% |
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