+575.3%
FAST vs EAT
+378.4%
+197.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.5% |
| 7D | +2.1% | -2.6% | +4.7% | +2.4% |
| 30D | +6.9% | +11.5% | -4.6% | +5.2% |
| 3M | +4.8% | -9.1% | +13.9% | +5.7% |
| 6M | +19.8% | +40.4% | -20.6% | +13.8% |
| YTD | +34.9% | +43.9% | -9.0% | +27.0% |
| 1Y | +32.8% | +101.9% | -69.2% | +19.2% |
| 3Y | +93.7% | +489.9% | -396.1% | +45.6% |
| 5Y | +105.3% | +362.6% | -257.3% | +54.4% |
| All | +575.3% | +378.4% | +197.0% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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