+534.8%
FAST vs ELF
+357.0%
+177.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.5% |
| 7D | -0.4% | +5.4% | -5.7% | -0.9% |
| 30D | -0.8% | +27.0% | -27.8% | -3.3% |
| 3M | +5.8% | +113.2% | -107.4% | -2.7% |
| 6M | +8.0% | +36.6% | -28.6% | +3.7% |
| YTD | +25.6% | +44.2% | -18.6% | +19.6% |
| 1Y | +0.8% | -18.0% | +18.8% | +0.5% |
| 3Y | +86.1% | -19.9% | +106.0% | +76.6% |
| 5Y | +100.2% | +257.7% | -157.5% | +51.9% |
| All | +534.8% | +357.0% | +177.8% | +337.2% |
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