+110.2%
FAST vs ED
+81.8%
+28.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +4.8% | +2.1% | +2.7% | +4.0% |
| 30D | +8.6% | +12.4% | -3.8% | +4.3% |
| 3M | +5.7% | +13.1% | -7.4% | +1.2% |
| 6M | +25.5% | +14.1% | +11.4% | +19.7% |
| YTD | +39.6% | +23.1% | +16.6% | +29.4% |
| 1Y | +35.5% | +25.4% | +10.0% | +24.5% |
| 3Y | +96.2% | +47.9% | +48.4% | +65.0% |
| 5Y | +110.2% | +81.9% | +28.3% | +55.7% |
| All | +110.2% | +81.8% | +28.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling