+1,542.8%
FAST vs EMB
+126.0%
+1,416.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +6.9% | +1.3% | +5.6% | +6.0% |
| 3M | +4.8% | -2.7% | +7.6% | +6.6% |
| 6M | +19.8% | -2.8% | +22.6% | +21.8% |
| YTD | +34.9% | -1.1% | +36.0% | +35.8% |
| 1Y | +32.8% | 0.0% | +32.8% | +32.8% |
| 3Y | +93.7% | +28.8% | +65.0% | +66.8% |
| 5Y | +105.3% | +6.0% | +99.3% | +96.3% |
| 10Y | +595.4% | +29.1% | +566.2% | +509.1% |
| All | +1,542.8% | +126.0% | +1,416.9% | +975.4% |
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 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