+153.4%
FAST vs EOSE
-58.6%
+212.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.1% |
| 7D | +1.8% | +15.0% | -13.2% | +1.4% |
| 30D | -6.4% | +2.5% | -8.9% | -6.6% |
| 3M | +5.3% | -33.7% | +39.0% | +6.1% |
| 6M | +5.4% | -32.7% | +38.1% | +5.5% |
| YTD | +23.6% | -63.8% | +87.4% | +25.1% |
| 1Y | +4.1% | -40.5% | +44.6% | +2.9% |
| 3Y | +92.4% | +50.4% | +42.0% | +77.1% |
| 5Y | +106.1% | -68.6% | +174.6% | +81.6% |
| All | +153.4% | -58.6% | +212.1% | +133.3% |
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