+1,888.9%
FAST vs EFV
+258.8%
+1,630.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.4% | +1.5% | -1.9% | -1.5% |
| 30D | -0.8% | +1.7% | -2.5% | -2.1% |
| 3M | +5.8% | +8.6% | -2.9% | -0.9% |
| 6M | +8.0% | +11.7% | -3.7% | -1.1% |
| YTD | +25.6% | +19.3% | +6.4% | +9.3% |
| 1Y | +0.8% | +30.2% | -29.4% | -18.0% |
| 3Y | +86.1% | +91.6% | -5.5% | +11.7% |
| 5Y | +100.2% | +96.4% | +3.8% | +16.6% |
| 10Y | +494.2% | +166.5% | +327.7% | +168.3% |
| All | +1,888.9% | +258.8% | +1,630.0% | +586.8% |
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