+531.8%
FAST vs EMR
+294.2%
+237.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.4% |
| 30D | +8.6% | +3.5% | +5.1% | +6.7% |
| 3M | +5.7% | +5.9% | -0.2% | +2.6% |
| 6M | +25.5% | +19.4% | +6.0% | +14.5% |
| YTD | +39.6% | +27.7% | +11.9% | +22.5% |
| 1Y | +35.5% | +30.9% | +4.6% | +17.3% |
| 3Y | +96.2% | +104.2% | -8.0% | +32.4% |
| 5Y | +110.2% | +89.6% | +20.6% | +45.0% |
| 10Y | +531.8% | +280.0% | +251.8% | +194.8% |
| All | +531.8% | +294.2% | +237.6% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling