+107.2%
FAST vs EFX
-33.8%
+141.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.4% | +7.1% | +2.5% |
| 7D | -0.4% | -8.6% | +8.3% | +2.1% |
| 30D | -0.8% | +0.1% | -0.9% | -1.1% |
| 3M | +5.8% | +3.8% | +1.9% | +3.9% |
| 6M | +8.0% | -13.5% | +21.5% | +11.5% |
| YTD | +25.6% | -17.7% | +43.3% | +30.9% |
| 1Y | +0.8% | -25.6% | +26.4% | +7.9% |
| 3Y | +86.1% | -12.1% | +98.2% | +80.4% |
| All | +107.2% | -33.8% | +141.0% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling