+98.7%
FAST vs EMB
+29.8%
+68.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +4.2% | -0.9% | +5.1% | +5.1% |
| 30D | +6.7% | +0.4% | +6.3% | +6.3% |
| 3M | +8.0% | -3.1% | +11.2% | +11.4% |
| 6M | +27.4% | -2.1% | +29.5% | +29.9% |
| YTD | +40.5% | -1.1% | +41.6% | +41.6% |
| 1Y | +38.4% | -0.1% | +38.4% | +38.1% |
| 3Y | +98.7% | +29.6% | +69.1% | +59.0% |
| All | +98.7% | +29.8% | +68.9% | +59.0% |
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