+548.6%
FAST vs EFV
+161.2%
+387.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -1.0% | +5.3% | +5.0% |
| 30D | +8.3% | +3.1% | +5.2% | +5.9% |
| 3M | +6.5% | -1.2% | +7.7% | +7.3% |
| 6M | +29.5% | +5.6% | +23.9% | +24.1% |
| YTD | +41.3% | +15.8% | +25.4% | +26.2% |
| 1Y | +37.4% | +20.0% | +17.4% | +19.6% |
| 3Y | +98.5% | +91.0% | +7.6% | +21.7% |
| 5Y | +111.1% | +93.7% | +17.5% | +26.5% |
| 10Y | +548.6% | +160.9% | +387.6% | +221.9% |
| All | +548.6% | +161.2% | +387.4% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling