+37.4%
FAST vs EMB
+0.3%
+37.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +4.3% | -0.4% | +4.7% | +4.7% |
| 30D | +8.3% | +1.1% | +7.2% | +7.2% |
| 3M | +6.5% | -2.0% | +8.5% | +8.8% |
| 6M | +29.5% | -1.9% | +31.4% | +32.2% |
| YTD | +41.3% | -0.5% | +41.8% | +38.2% |
| 1Y | +37.4% | +0.1% | +37.3% | +32.4% |
| All | +37.4% | +0.3% | +37.1% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling