+111.1%
FAST vs EMR
+88.1%
+23.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.3% | -2.0% | +6.3% | +5.1% |
| 30D | +8.3% | +2.8% | +5.5% | +6.8% |
| 3M | +6.5% | +2.0% | +4.5% | +5.3% |
| 6M | +29.5% | +20.7% | +8.8% | +18.4% |
| YTD | +41.3% | +27.3% | +14.0% | +25.2% |
| 1Y | +37.4% | +31.0% | +6.4% | +20.1% |
| 3Y | +98.5% | +103.6% | -5.1% | +35.0% |
| 5Y | +111.1% | +88.6% | +22.5% | +46.8% |
| All | +111.1% | +88.1% | +23.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling