+74,290.4%
FAST vs EAT
+10,748.9%
+63,541.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | +0.7% | -3.3% | +4.0% | +1.3% |
| 30D | +4.6% | +11.7% | -7.0% | +2.0% |
| 3M | +6.4% | -5.9% | +12.2% | +6.9% |
| 6M | +20.6% | +46.7% | -26.1% | +9.8% |
| YTD | +34.7% | +48.2% | -13.5% | +21.2% |
| 1Y | +29.7% | +105.4% | -75.8% | +8.5% |
| 3Y | +89.9% | +502.8% | -412.9% | +20.0% |
| 5Y | +105.0% | +376.3% | -271.3% | +29.5% |
| 10Y | +594.2% | +400.0% | +194.2% | +259.8% |
| All | +74,290.4% | +10,748.9% | +63,541.5% | +15,357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling