+40.6%
EWY vs FAST
+8.2%
+32.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.4% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +11.7% | -0.8% | +12.4% | +11.6% |
| 3M | -7.4% | +5.8% | -13.2% | -9.3% |
| 6M | +40.6% | +8.0% | +32.6% | +30.1% |
| All | +40.6% | +8.2% | +32.4% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling