+0.8%
FAST vs ED
+12.4%
-11.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | -0.8% | -0.1% | -0.6% | -0.8% |
| 3M | +5.8% | +3.9% | +1.8% | +5.0% |
| 6M | +8.0% | -3.0% | +11.0% | +8.6% |
| YTD | +25.6% | +10.7% | +14.9% | +22.7% |
| 1Y | +0.8% | +13.3% | -12.5% | -2.0% |
| All | +0.8% | +12.4% | -11.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling