+90.1%
FAST vs EAT
+611.4%
-521.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.0% |
| 3M | +5.8% | +68.7% | -62.9% | +1.5% |
| 6M | +8.0% | +66.9% | -58.9% | +3.4% |
| YTD | +25.6% | +60.4% | -34.8% | +20.5% |
| 1Y | +0.8% | +44.0% | -43.2% | -2.4% |
| All | +90.1% | +611.4% | -521.3% | +61.3% |
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 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