+107.2%
FAST vs EME
+529.3%
-422.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.4% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | -0.8% | -8.3% | +7.5% | +0.9% |
| 3M | +5.8% | -10.7% | +16.5% | +7.8% |
| 6M | +8.0% | +1.9% | +6.1% | +6.3% |
| YTD | +25.6% | +23.5% | +2.2% | +17.6% |
| 1Y | +0.8% | +18.0% | -17.2% | -5.9% |
| 3Y | +86.1% | +236.1% | -150.0% | +14.5% |
| All | +107.2% | +529.3% | -422.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling