+105.3%
FAST vs EFX
-31.2%
+136.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +2.1% | +2.7% | -0.6% | +1.3% |
| 30D | +6.9% | +33.1% | -26.2% | -1.5% |
| 3M | +4.8% | +8.2% | -3.3% | +1.9% |
| 6M | +19.8% | +10.2% | +9.6% | +15.2% |
| YTD | +34.9% | -11.8% | +46.7% | +37.4% |
| 1Y | +32.8% | -6.1% | +38.9% | +32.5% |
| 3Y | +93.7% | +7.5% | +86.3% | +74.0% |
| All | +105.3% | -31.2% | +136.5% | +116.3% |
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