+581.6%
FAST vs ELF
+383.9%
+197.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.5% |
| 1Y | +32.8% | +51.7% | -19.0% | +25.4% |
| 3Y | +93.7% | +14.2% | +79.5% | +76.1% |
| 5Y | +105.3% | +270.7% | -165.4% | +55.2% |
| 10Y | +595.4% | +341.9% | +253.4% | +376.1% |
| All | +581.6% | +383.9% | +197.7% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling