+533.3%
FAST vs ELF
+332.6%
+200.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.6% | -1.1% |
| 7D | +4.2% | +1.6% | +2.6% | +4.0% |
| 30D | +6.7% | +9.1% | -2.4% | +5.6% |
| 3M | +8.0% | +28.2% | -20.1% | +5.0% |
| 6M | +27.4% | +119.5% | -92.1% | +16.5% |
| YTD | +40.5% | +55.2% | -14.7% | +32.5% |
| 1Y | +38.4% | +58.6% | -20.2% | +30.1% |
| 3Y | +98.7% | +21.3% | +77.4% | +79.1% |
| 5Y | +106.7% | +276.2% | -169.5% | +55.4% |
| All | +533.3% | +332.6% | +200.7% | +332.9% |
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