+537.5%
FAST vs EMB
+36.8%
+500.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.8% |
| 7D | +5.0% | -0.7% | +5.7% | +5.6% |
| 30D | +8.6% | +0.5% | +8.0% | +8.1% |
| 3M | +6.9% | -2.5% | +9.4% | +9.1% |
| 6M | +29.6% | -2.0% | +31.6% | +31.8% |
| YTD | +41.4% | -0.9% | +42.3% | +42.4% |
| 1Y | +38.5% | -0.3% | +38.8% | +38.8% |
| 3Y | +98.7% | +29.2% | +69.6% | +60.8% |
| 5Y | +108.0% | +7.4% | +100.6% | +94.9% |
| All | +537.5% | +36.8% | +500.7% | +461.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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