+189.7%
FAST vs EOSE
-80.2%
+269.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.4% | -13.2% | +0.8% |
| 7D | +4.3% | -7.0% | +11.3% | +4.4% |
| 30D | +8.3% | -16.7% | +25.1% | +8.6% |
| 3M | +6.5% | -53.1% | +59.5% | +8.0% |
| 6M | +29.5% | -76.8% | +106.3% | +33.4% |
| YTD | +41.3% | -82.6% | +123.9% | +45.2% |
| 1Y | +37.4% | -89.3% | +126.6% | +43.0% |
| 3Y | +98.5% | +55.5% | +43.1% | +80.7% |
| 5Y | +111.1% | -81.9% | +193.0% | +88.6% |
| All | +189.7% | -80.2% | +269.9% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling