+186.3%
FAST vs EOSE
-82.7%
+268.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.7% |
| 7D | +4.8% | -8.4% | +13.2% | +5.0% |
| 30D | +8.6% | -31.0% | +39.6% | +9.4% |
| 3M | +5.7% | -57.0% | +62.7% | +7.5% |
| 6M | +25.5% | -78.3% | +103.7% | +29.4% |
| YTD | +39.6% | -84.8% | +124.4% | +44.0% |
| 1Y | +35.5% | -90.9% | +126.4% | +41.6% |
| 3Y | +96.2% | +35.9% | +60.3% | +79.2% |
| 5Y | +110.2% | -84.1% | +194.3% | +88.4% |
| All | +186.3% | -82.7% | +268.9% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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