+536.8%
FAST vs ED
+143.4%
+393.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | +8.3% | +11.2% | -2.9% | +4.2% |
| 3M | +6.5% | +11.8% | -5.3% | +2.1% |
| 6M | +29.5% | +14.1% | +15.4% | +23.1% |
| YTD | +41.3% | +23.0% | +18.3% | +30.4% |
| 1Y | +37.4% | +23.7% | +13.7% | +26.4% |
| 3Y | +98.5% | +47.7% | +50.8% | +68.1% |
| 5Y | +111.1% | +82.6% | +28.5% | +63.9% |
| All | +536.8% | +143.4% | +393.4% | +384.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling