+74,290.4%
FAST vs EIX
+1,190.5%
+73,099.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.7% | +2.5% | -1.9% | +0.1% |
| 30D | +4.6% | +14.1% | -9.4% | +1.3% |
| 3M | +6.4% | -9.4% | +15.8% | +7.5% |
| 6M | +20.6% | -9.1% | +29.7% | +21.5% |
| YTD | +34.7% | +7.1% | +27.5% | +30.1% |
| 1Y | +29.7% | +13.3% | +16.4% | +23.5% |
| 3Y | +89.9% | +10.9% | +79.0% | +78.4% |
| 5Y | +105.0% | +21.0% | +84.0% | +87.5% |
| 10Y | +594.2% | +33.6% | +560.6% | +493.9% |
| All | +74,290.4% | +1,190.5% | +73,099.9% | +31,653.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling