+98.7%
FAST vs EME
+216.1%
-117.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.2% | +8.4% | -4.2% | +3.1% |
| 30D | +6.7% | -11.5% | +18.2% | +8.1% |
| 3M | +8.0% | -20.6% | +28.7% | +10.8% |
| 6M | +27.4% | -28.5% | +55.9% | +32.7% |
| YTD | +40.5% | +8.0% | +32.5% | +37.0% |
| 1Y | +38.4% | +6.8% | +31.6% | +35.1% |
| 3Y | +98.7% | +213.9% | -115.2% | +37.3% |
| All | +98.7% | +216.1% | -117.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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