+547.9%
FAST vs ECL
+205.6%
+342.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.9% |
| 7D | +3.8% | -0.5% | +4.4% | +4.1% |
| 30D | +8.1% | +8.8% | -0.8% | +3.3% |
| 3M | +5.8% | +7.8% | -2.0% | +1.5% |
| 6M | +24.9% | +21.3% | +3.5% | +12.3% |
| YTD | +38.9% | +17.8% | +21.1% | +26.6% |
| 1Y | +36.5% | +21.1% | +15.4% | +22.4% |
| 3Y | +98.1% | +80.1% | +18.1% | +41.4% |
| 5Y | +109.3% | +40.5% | +68.8% | +67.7% |
| 10Y | +547.9% | +197.7% | +350.2% | +222.3% |
| All | +547.9% | +205.6% | +342.3% | +222.3% |
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