+94.7%
FAST vs ELV
-6.4%
+101.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -4.7% | +2.0% | -6.7% | -4.9% |
| 3M | +7.9% | -3.5% | +11.4% | +8.2% |
| 6M | +7.4% | +40.2% | -32.8% | +2.9% |
| YTD | +25.1% | +15.8% | +9.2% | +22.2% |
| 1Y | +4.7% | +33.2% | -28.5% | +0.3% |
| 3Y | +94.7% | -6.2% | +100.9% | +95.2% |
| All | +94.7% | -6.4% | +101.1% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling