+105.3%
FAST vs EL
-66.1%
+171.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.2% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +6.9% | +16.5% | -9.6% | +4.2% |
| 3M | +4.8% | +29.2% | -24.3% | +0.2% |
| 6M | +19.8% | +27.9% | -8.1% | +14.3% |
| YTD | +34.9% | +6.2% | +28.7% | +31.7% |
| 1Y | +32.8% | +27.2% | +5.6% | +25.5% |
| 3Y | +93.7% | +3.2% | +90.5% | +80.2% |
| All | +105.3% | -66.1% | +171.4% | +165.7% |
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