+92.6%
FAST vs EFV
+93.8%
-1.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +1.5% | -1.9% | -1.2% |
| 30D | -0.8% | +1.7% | -2.5% | -1.8% |
| 3M | +5.8% | +8.6% | -2.9% | +0.6% |
| 6M | +8.0% | +11.7% | -3.7% | +0.8% |
| YTD | +25.6% | +19.3% | +6.4% | +12.4% |
| 1Y | +0.8% | +30.2% | -29.4% | -14.6% |
| All | +92.6% | +93.8% | -1.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling