+96.2%
FAST vs EMB
+29.7%
+66.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +4.8% | +0.5% | +4.3% | +4.3% |
| 30D | +8.6% | +0.9% | +7.7% | +7.7% |
| 3M | +5.7% | -2.1% | +7.8% | +7.9% |
| 6M | +25.5% | -2.2% | +27.7% | +28.2% |
| YTD | +39.6% | -0.6% | +40.2% | +40.1% |
| 1Y | +35.5% | +0.2% | +35.3% | +34.9% |
| 3Y | +96.2% | +29.5% | +66.7% | +56.2% |
| All | +96.2% | +29.7% | +66.5% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling