+531.8%
FAST vs EFX
+69.3%
+462.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +8.6% | +29.1% | -20.5% | -0.6% |
| 3M | +5.7% | +4.3% | +1.4% | +3.4% |
| 6M | +25.5% | +7.7% | +17.7% | +20.5% |
| YTD | +39.6% | -12.5% | +52.1% | +42.2% |
| 1Y | +35.5% | -8.8% | +44.3% | +35.9% |
| 3Y | +96.2% | +4.3% | +91.9% | +78.5% |
| 5Y | +110.2% | -29.4% | +139.6% | +117.0% |
| 10Y | +531.8% | +78.1% | +453.7% | +346.7% |
| All | +531.8% | +69.3% | +462.5% | +346.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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