+529.2%
FAST vs ELF
+342.6%
+186.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.6% | -0.4% |
| 7D | +2.1% | +4.0% | -1.9% | +1.6% |
| 30D | +6.9% | +10.6% | -3.7% | +5.7% |
| 3M | +4.8% | +25.8% | -21.0% | +2.1% |
| 6M | +19.8% | +89.1% | -69.3% | +11.3% |
| YTD | +34.9% | +52.7% | -17.8% | +27.4% |
| 1Y | +32.8% | +51.7% | -19.0% | +25.3% |
| 3Y | +93.7% | +14.2% | +79.5% | +75.9% |
| 5Y | +105.3% | +270.7% | -165.4% | +54.6% |
| All | +529.2% | +342.6% | +186.5% | +327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling