+575.3%
FAST vs ECL
+199.1%
+376.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.1% |
| 7D | +2.1% | -0.8% | +2.8% | +2.4% |
| 30D | +6.9% | +8.1% | -1.2% | +2.5% |
| 3M | +4.8% | +6.4% | -1.5% | +1.3% |
| 6M | +19.8% | +14.8% | +5.0% | +10.9% |
| YTD | +34.9% | +15.5% | +19.4% | +24.2% |
| 1Y | +32.8% | +20.1% | +12.7% | +19.6% |
| 3Y | +93.7% | +77.8% | +16.0% | +39.1% |
| 5Y | +105.3% | +37.9% | +67.4% | +66.1% |
| All | +575.3% | +199.1% | +376.2% | +224.4% |
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