+98.7%
FAST vs ELV
-1.5%
+100.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +1.0% | +3.2% | +4.0% |
| 30D | +6.7% | +0.4% | +6.3% | +6.6% |
| 3M | +8.0% | +8.4% | -0.3% | +7.1% |
| 6M | +27.4% | +8.4% | +19.0% | +26.1% |
| YTD | +40.5% | +24.4% | +16.1% | +36.4% |
| 1Y | +38.4% | +33.5% | +4.9% | +33.1% |
| 3Y | +98.7% | -2.1% | +100.8% | +102.9% |
| All | +98.7% | -1.5% | +100.2% | +102.9% |
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