+499.9%
FAST vs EMB
+30.0%
+469.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.3% |
| 30D | -0.8% | -0.3% | -0.5% | -0.5% |
| 3M | +5.8% | -0.4% | +6.2% | +6.1% |
| 6M | +8.0% | +0.1% | +7.9% | +7.9% |
| YTD | +25.6% | +1.6% | +24.0% | +24.0% |
| 1Y | +0.8% | +5.6% | -4.8% | -3.6% |
| 3Y | +86.1% | +29.8% | +56.3% | +51.0% |
| 5Y | +100.2% | +7.3% | +92.9% | +87.5% |
| All | +499.9% | +30.0% | +469.9% | +446.6% |
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