+107.2%
FAST vs ECL
+31.2%
+76.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | -0.8% | -2.2% | +1.4% | +0.2% |
| 3M | +5.8% | +10.1% | -4.4% | +0.9% |
| 6M | +8.0% | -5.7% | +13.7% | +10.6% |
| YTD | +25.6% | +7.0% | +18.7% | +21.2% |
| 1Y | +0.8% | +2.7% | -1.9% | -1.1% |
| 3Y | +86.1% | +57.7% | +28.4% | +47.0% |
| All | +107.2% | +31.2% | +76.0% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling