+499.9%
FAST vs ED
+103.0%
+396.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 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% | +4.2% |
| 6M | +8.0% | -3.0% | +11.0% | +9.0% |
| YTD | +25.6% | +10.7% | +14.9% | +20.7% |
| 1Y | +0.8% | +13.3% | -12.5% | -4.1% |
| 3Y | +86.1% | +34.5% | +51.6% | +63.4% |
| 5Y | +100.2% | +67.1% | +33.1% | +61.6% |
| All | +499.9% | +103.0% | +396.9% | +383.9% |
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