+105.3%
FAST vs EL
-65.2%
+170.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | +4.2% | +1.5% | +2.6% | +3.9% |
| 30D | +6.7% | +10.0% | -3.3% | +4.9% |
| 3M | +8.0% | +28.4% | -20.4% | +3.4% |
| 6M | +27.4% | +37.1% | -9.6% | +20.3% |
| YTD | +40.5% | +7.8% | +32.7% | +36.8% |
| 1Y | +38.4% | +26.0% | +12.3% | +31.1% |
| 3Y | +98.7% | +3.8% | +94.9% | +84.8% |
| All | +105.3% | -65.2% | +170.6% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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