+869.8%
EWY vs FAST
+4,070.4%
-3,200.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -10.4% | +2.1% | -12.5% | -11.2% |
| 30D | -25.4% | +6.9% | -32.3% | -27.7% |
| 3M | -16.5% | +4.8% | -21.4% | -18.5% |
| 6M | -24.7% | +19.8% | -44.5% | -30.9% |
| YTD | +40.9% | +34.9% | +6.0% | +22.2% |
| 1Y | +49.8% | +32.8% | +17.0% | +30.7% |
| 3Y | +134.8% | +93.7% | +41.1% | +68.9% |
| 5Y | +91.4% | +105.3% | -13.9% | +31.6% |
| 10Y | +204.3% | +595.4% | -391.1% | +13.2% |
| All | +869.8% | +4,070.4% | -3,200.7% | +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 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