+1,540.1%
FAST vs EMB
+126.0%
+1,414.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | +4.6% | +1.1% | +3.5% | +3.9% |
| 3M | +6.4% | -2.9% | +9.3% | +8.3% |
| 6M | +20.6% | -2.1% | +22.7% | +22.1% |
| YTD | +34.7% | -1.1% | +35.8% | +35.6% |
| 1Y | +29.7% | +0.3% | +29.3% | +29.4% |
| 3Y | +89.9% | +27.7% | +62.2% | +64.4% |
| 5Y | +105.0% | +6.0% | +99.0% | +96.0% |
| 10Y | +594.2% | +29.1% | +565.0% | +508.1% |
| All | +1,540.1% | +126.0% | +1,414.1% | +973.5% |
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