+38.5%
FAST vs EMB
-0.3%
+38.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.9% |
| 7D | +5.0% | -0.7% | +5.7% | +5.7% |
| 30D | +8.6% | +0.5% | +8.0% | +8.0% |
| 3M | +6.9% | -2.5% | +9.4% | +9.8% |
| 6M | +29.6% | -2.0% | +31.6% | +32.3% |
| YTD | +41.4% | -0.9% | +42.3% | +38.8% |
| 1Y | +38.5% | -0.3% | +38.8% | +34.1% |
| All | +38.5% | -0.3% | +38.8% | +34.1% |
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