+547.9%
FAST vs ELF
+354.8%
+193.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.7% |
| 7D | +3.8% | +7.8% | -4.0% | +3.0% |
| 30D | +8.1% | +9.3% | -1.2% | +7.0% |
| 3M | +5.8% | +21.2% | -15.4% | +3.5% |
| 6M | +24.9% | +96.1% | -71.3% | +15.5% |
| YTD | +38.9% | +57.0% | -18.0% | +30.8% |
| 1Y | +36.5% | +61.9% | -25.4% | +28.0% |
| 3Y | +98.1% | +20.0% | +78.1% | +78.9% |
| 5Y | +109.3% | +284.8% | -175.4% | +57.0% |
| 10Y | +547.9% | +364.2% | +183.7% | +339.3% |
| All | +547.9% | +354.8% | +193.1% | +339.3% |
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