+78,017.0%
FAST vs EFX
+6,765.9%
+71,251.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +5.0% | -3.6% | +8.7% | +6.4% |
| 30D | +8.6% | +25.3% | -16.7% | -0.5% |
| 3M | +6.9% | +3.8% | +3.1% | +4.4% |
| 6M | +29.6% | +12.7% | +16.9% | +21.7% |
| YTD | +41.4% | -13.1% | +54.6% | +44.0% |
| 1Y | +38.5% | -9.3% | +47.8% | +38.7% |
| 3Y | +98.7% | +3.5% | +95.2% | +82.4% |
| 5Y | +108.0% | -30.6% | +138.7% | +116.4% |
| 10Y | +549.3% | +80.2% | +469.1% | +350.2% |
| All | +78,017.0% | +6,765.9% | +71,251.1% | +18,165.7% |
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 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