+96.2%
FAST vs EAT
+477.9%
-381.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.8% |
| 7D | +4.8% | -5.9% | +10.7% | +5.3% |
| 30D | +8.6% | +0.7% | +7.9% | +8.4% |
| 3M | +5.7% | -14.2% | +19.9% | +6.7% |
| 6M | +25.5% | +40.7% | -15.2% | +21.4% |
| YTD | +39.6% | +36.0% | +3.6% | +35.0% |
| 1Y | +35.5% | +83.1% | -47.6% | +27.3% |
| 3Y | +96.2% | +474.8% | -378.6% | +47.1% |
| All | +96.2% | +477.9% | -381.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling