+293.2%
EWY vs FAST
+506.4%
-213.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +8.0% | +1.3% | +6.7% | +7.5% |
| 30D | +14.3% | -4.7% | +19.1% | +16.2% |
| 3M | +2.3% | +7.9% | -5.6% | -0.9% |
| 6M | +49.9% | +7.4% | +42.4% | +45.2% |
| YTD | +95.3% | +25.1% | +70.3% | +78.7% |
| 1Y | +161.7% | +4.7% | +157.0% | +154.3% |
| 3Y | +230.2% | +94.7% | +135.5% | +148.5% |
| 5Y | +148.1% | +106.8% | +41.4% | +79.7% |
| 10Y | +293.2% | +507.7% | -214.5% | +107.6% |
| All | +293.2% | +506.4% | -213.2% | +107.6% |
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