+105.3%
FAST vs ED
+80.7%
+24.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.0% |
| 7D | +2.1% | +1.6% | +0.4% | +1.5% |
| 30D | +6.9% | +13.3% | -6.4% | +2.4% |
| 3M | +4.8% | +9.7% | -4.9% | +1.5% |
| 6M | +19.8% | +12.8% | +7.0% | +14.7% |
| YTD | +34.9% | +22.3% | +12.6% | +25.2% |
| 1Y | +32.8% | +26.3% | +6.5% | +21.7% |
| 3Y | +93.7% | +45.0% | +48.7% | +64.3% |
| All | +105.3% | +80.7% | +24.6% | +51.2% |
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