+548.6%
FAST vs ECL
+196.0%
+352.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +4.3% | -2.3% | +6.6% | +5.5% |
| 30D | +8.3% | +8.3% | 0.0% | +3.8% |
| 3M | +6.5% | +8.4% | -2.0% | +1.8% |
| 6M | +29.5% | +23.3% | +6.2% | +15.5% |
| YTD | +41.3% | +18.2% | +23.0% | +28.5% |
| 1Y | +37.4% | +18.8% | +18.6% | +24.6% |
| 3Y | +98.5% | +78.5% | +20.0% | +42.4% |
| 5Y | +111.1% | +40.1% | +71.0% | +69.6% |
| 10Y | +548.6% | +196.5% | +352.1% | +230.4% |
| All | +548.6% | +196.0% | +352.5% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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