+575.3%
FAST vs EIX
+29.5%
+545.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | +2.1% | +1.0% | +1.1% | +1.8% |
| 30D | +6.9% | +9.1% | -2.2% | +4.6% |
| 3M | +4.8% | -10.2% | +15.1% | +6.3% |
| 6M | +19.8% | -11.2% | +31.0% | +21.3% |
| YTD | +34.9% | +4.5% | +30.4% | +30.6% |
| 1Y | +32.8% | +10.9% | +21.9% | +26.4% |
| 3Y | +93.7% | +8.4% | +85.3% | +81.0% |
| 5Y | +105.3% | +18.0% | +87.3% | +85.8% |
| All | +575.3% | +29.5% | +545.9% | +494.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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