+18.1%
EWZ vs FAST
+91.5%
-73.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -4.2% | +0.7% | -4.8% | -4.3% |
| 30D | -26.1% | +4.6% | -30.8% | -26.8% |
| 3M | -12.0% | +6.4% | -18.4% | -13.2% |
| 6M | -19.3% | +20.6% | -39.9% | -22.7% |
| YTD | +0.9% | +34.7% | -33.7% | -6.0% |
| 1Y | +3.4% | +29.7% | -26.3% | -3.0% |
| All | +18.1% | +91.5% | -73.3% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling