+547.9%
FAST vs ELV
+298.7%
+249.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +8.1% | +1.3% | +6.7% | +7.6% |
| 3M | +5.8% | +6.6% | -0.8% | +3.9% |
| 6M | +24.9% | +11.6% | +13.3% | +20.4% |
| YTD | +38.9% | +21.1% | +17.9% | +29.9% |
| 1Y | +36.5% | +34.2% | +2.2% | +23.7% |
| 3Y | +98.1% | -2.9% | +101.1% | +92.4% |
| 5Y | +109.3% | +4.6% | +104.7% | +95.1% |
| 10Y | +547.9% | +272.8% | +275.1% | +275.2% |
| All | +547.9% | +298.7% | +249.2% | +275.2% |
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