+509.1%
FAST vs EAT
+392.1%
+117.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | +1.9% | -2.7% | -1.2% |
| 3M | +5.8% | +68.7% | -62.9% | -1.5% |
| 6M | +8.0% | +66.9% | -58.9% | +0.2% |
| YTD | +25.6% | +60.4% | -34.8% | +16.9% |
| 1Y | +0.8% | +44.0% | -43.2% | -5.2% |
| 3Y | +86.1% | +604.7% | -518.6% | +36.5% |
| 5Y | +100.2% | +347.0% | -246.8% | +51.3% |
| All | +509.1% | +392.1% | +117.0% | +364.9% |
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