+107.7%
FAST vs EOG
+169.3%
-61.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.4% | +1.3% | -1.6% | -0.5% |
| 30D | -0.8% | +8.2% | -8.9% | -1.7% |
| 3M | +5.8% | +3.8% | +1.9% | +5.1% |
| 6M | +8.0% | +15.3% | -7.3% | +5.5% |
| YTD | +25.6% | +41.7% | -16.1% | +19.3% |
| 1Y | +0.8% | +23.6% | -22.7% | -2.5% |
| 3Y | +86.1% | +23.3% | +62.8% | +78.6% |
| All | +107.7% | +169.3% | -61.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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