+107.2%
FAST vs EIX
+22.8%
+84.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -0.4% | -19.1% | +18.7% | +3.9% |
| 30D | -0.8% | -16.9% | +16.1% | +2.5% |
| 3M | +5.8% | -20.0% | +25.8% | +10.0% |
| 6M | +8.0% | -21.3% | +29.3% | +12.9% |
| YTD | +25.6% | -1.7% | +27.3% | +23.0% |
| 1Y | +0.8% | +9.6% | -8.8% | -4.6% |
| 3Y | +86.1% | -3.7% | +89.8% | +76.2% |
| All | +107.2% | +22.8% | +84.4% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling