+2,099.3%
FAST vs EFV
+249.8%
+1,849.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +0.9% |
| 7D | +3.8% | +1.7% | +2.1% | +2.4% |
| 30D | +8.1% | +3.4% | +4.6% | +5.3% |
| 3M | +5.8% | -1.7% | +7.5% | +7.0% |
| 6M | +24.9% | +6.4% | +18.4% | +18.7% |
| YTD | +38.9% | +16.3% | +22.6% | +23.0% |
| 1Y | +36.5% | +22.9% | +13.5% | +15.9% |
| 3Y | +98.1% | +92.8% | +5.3% | +18.3% |
| 5Y | +109.3% | +93.5% | +15.8% | +23.1% |
| 10Y | +547.9% | +162.1% | +385.8% | +195.7% |
| All | +2,099.3% | +249.8% | +1,849.5% | +673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling