+509.1%
FAST vs EMR
+271.2%
+237.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | -0.1% |
| 7D | -0.4% | -1.5% | +1.2% | +0.3% |
| 30D | -0.8% | -5.6% | +4.8% | +1.8% |
| 3M | +5.8% | +7.9% | -2.2% | +1.5% |
| 6M | +8.0% | +6.0% | +2.0% | +3.9% |
| YTD | +25.6% | +16.4% | +9.2% | +15.2% |
| 1Y | +0.8% | +16.6% | -15.8% | -8.2% |
| 3Y | +86.1% | +62.9% | +23.2% | +39.7% |
| 5Y | +100.2% | +60.1% | +40.1% | +49.3% |
| All | +509.1% | +271.2% | +237.9% | +166.7% |
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