+8.0%
FAST vs EL
+4.8%
+3.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.5% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -0.8% | +19.8% | -20.6% | -2.2% |
| 3M | +5.8% | +25.7% | -20.0% | +3.9% |
| 6M | +8.0% | +5.4% | +2.5% | +7.6% |
| All | +8.0% | +4.8% | +3.2% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling