+105.0%
FAST vs ED
+86.8%
+18.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +0.7% | +5.2% | -4.5% | -1.0% |
| 30D | +4.6% | +15.5% | -10.9% | -0.4% |
| 3M | +6.4% | +13.0% | -6.7% | +1.9% |
| 6M | +20.6% | +13.1% | +7.5% | +15.4% |
| YTD | +34.7% | +25.3% | +9.4% | +24.1% |
| 1Y | +29.7% | +30.5% | -0.9% | +17.5% |
| 3Y | +89.9% | +49.3% | +40.6% | +59.4% |
| 5Y | +105.0% | +84.6% | +20.4% | +52.0% |
| All | +105.0% | +86.8% | +18.2% | +52.0% |
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 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