+74,417.0%
FAST vs EFX
+6,869.2%
+67,547.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +2.1% | +2.7% | -0.6% | +1.1% |
| 30D | +6.9% | +33.1% | -26.2% | -4.1% |
| 3M | +4.8% | +8.2% | -3.3% | +0.8% |
| 6M | +19.8% | +10.2% | +9.6% | +13.5% |
| YTD | +34.9% | -11.8% | +46.7% | +36.6% |
| 1Y | +32.8% | -6.1% | +38.9% | +31.3% |
| 3Y | +93.7% | +7.5% | +86.3% | +75.4% |
| 5Y | +105.3% | -30.7% | +136.0% | +113.6% |
| 10Y | +595.4% | +68.7% | +526.7% | +393.1% |
| All | +74,417.0% | +6,869.2% | +67,547.8% | +17,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling