+507.7%
FAST vs ELV
+265.4%
+242.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -4.7% | +2.0% | -6.7% | -5.3% |
| 3M | +7.9% | -3.5% | +11.4% | +8.4% |
| 6M | +7.4% | +40.2% | -32.8% | -2.7% |
| YTD | +25.1% | +15.8% | +9.2% | +18.4% |
| 1Y | +4.7% | +33.2% | -28.5% | -5.1% |
| 3Y | +94.7% | -6.2% | +100.9% | +90.7% |
| 5Y | +106.8% | +16.4% | +90.3% | +85.2% |
| 10Y | +507.7% | +259.8% | +247.9% | +257.5% |
| All | +507.7% | +265.4% | +242.3% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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