+547.9%
FAST vs ED
+132.0%
+415.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +8.1% | +11.6% | -3.5% | +3.8% |
| 3M | +5.8% | +10.5% | -4.7% | +1.9% |
| 6M | +24.9% | +13.2% | +11.6% | +19.1% |
| YTD | +38.9% | +22.1% | +16.8% | +28.6% |
| 1Y | +36.5% | +24.2% | +12.3% | +25.4% |
| 3Y | +98.1% | +46.9% | +51.2% | +68.3% |
| 5Y | +109.3% | +80.8% | +28.5% | +63.3% |
| 10Y | +547.9% | +134.3% | +413.7% | +402.3% |
| All | +547.9% | +132.0% | +415.9% | +402.3% |
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