+42.6%
EWZ vs FAST
+585.7%
-543.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -4.2% | +0.7% | -4.8% | -4.4% |
| 30D | -26.1% | +4.6% | -30.8% | -27.5% |
| 3M | -12.0% | +6.4% | -18.4% | -14.3% |
| 6M | -19.3% | +20.6% | -39.9% | -25.3% |
| YTD | +0.9% | +34.7% | -33.7% | -11.0% |
| 1Y | +3.4% | +29.7% | -26.3% | -7.5% |
| 3Y | +18.6% | +89.9% | -71.3% | -11.1% |
| 5Y | +56.6% | +105.0% | -48.4% | +11.0% |
| All | +42.6% | +585.7% | -543.1% | -19.6% |
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