+1,236.8%
EWY vs FAST
+3,783.9%
-2,547.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.0% |
| 30D | +11.7% | -0.8% | +12.4% | +11.9% |
| 3M | -7.4% | +5.8% | -13.2% | -10.1% |
| 6M | +40.6% | +8.0% | +32.6% | +34.9% |
| YTD | +94.3% | +25.6% | +68.6% | +74.1% |
| 1Y | +164.3% | +0.8% | +163.5% | +159.0% |
| 3Y | +221.0% | +86.1% | +134.9% | +134.7% |
| 5Y | +139.1% | +100.2% | +38.9% | +66.2% |
| 10Y | +298.8% | +494.2% | -195.4% | +59.4% |
| All | +1,236.8% | +3,783.9% | -2,547.1% | +129.3% |
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