+93.7%
FAST vs EME
+191.8%
-98.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.1% |
| 7D | +2.1% | -10.5% | +12.5% | +3.3% |
| 30D | +6.9% | -22.4% | +29.3% | +10.0% |
| 3M | +4.8% | -24.7% | +29.5% | +8.2% |
| 6M | +19.8% | -35.5% | +55.2% | +26.4% |
| YTD | +34.9% | -0.3% | +35.2% | +32.8% |
| 1Y | +32.8% | -6.7% | +39.5% | +32.0% |
| 3Y | +93.7% | +190.6% | -96.9% | +35.9% |
| All | +93.7% | +191.8% | -98.0% | +35.9% |
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