+31.6%
FAST vs EFV
+25.8%
+5.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.5% | +0.1% |
| 7D | +3.4% | +2.9% | +0.5% | +2.0% |
| 30D | +5.5% | +3.6% | +1.9% | +3.7% |
| 3M | +7.6% | -0.1% | +7.7% | +7.6% |
| 6M | +19.8% | +9.6% | +10.2% | +13.2% |
| YTD | +35.5% | +17.0% | +18.5% | +17.5% |
| 1Y | +31.6% | +25.7% | +6.0% | +7.3% |
| All | +31.6% | +25.8% | +5.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling