+1,430.0%
FAST vs EMB
+132.1%
+1,297.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -0.3% | -0.5% | -0.6% |
| 3M | +5.8% | -0.4% | +6.2% | +6.0% |
| 6M | +8.0% | +0.1% | +7.9% | +7.9% |
| YTD | +25.6% | +1.6% | +24.0% | +24.5% |
| 1Y | +0.8% | +5.6% | -4.8% | -2.5% |
| 3Y | +86.1% | +29.8% | +56.3% | +59.4% |
| 5Y | +100.2% | +7.3% | +92.9% | +89.9% |
| 10Y | +494.2% | +30.4% | +463.7% | +416.2% |
| All | +1,430.0% | +132.1% | +1,297.9% | +885.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling