+7,225.0%
FAST vs EL
+1,750.9%
+5,474.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.6% |
| 7D | +0.7% | -1.1% | +1.7% | +0.9% |
| 30D | +4.6% | +15.3% | -10.7% | -0.3% |
| 3M | +6.4% | +24.2% | -17.9% | -1.7% |
| 6M | +20.6% | +30.9% | -10.3% | +8.8% |
| YTD | +34.7% | +3.9% | +30.8% | +28.3% |
| 1Y | +29.7% | +19.9% | +9.8% | +17.6% |
| 3Y | +89.9% | +2.5% | +87.4% | +66.7% |
| 5Y | +105.0% | -66.7% | +171.7% | +159.6% |
| 10Y | +594.2% | +54.9% | +539.3% | +371.7% |
| All | +7,225.0% | +1,750.9% | +5,474.1% | +1,983.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling