+157.6%
FAST vs EOSE
-61.3%
+219.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | +0.5% |
| 7D | -0.4% | +19.0% | -19.4% | -0.9% |
| 30D | -0.8% | +1.6% | -2.4% | -0.9% |
| 3M | +5.8% | -52.0% | +57.7% | +7.4% |
| 6M | +8.0% | -42.5% | +50.5% | +8.6% |
| YTD | +25.6% | -66.1% | +91.8% | +27.4% |
| 1Y | +0.8% | -47.1% | +47.9% | 0.0% |
| 3Y | +86.1% | +0.8% | +85.3% | +73.8% |
| 5Y | +100.2% | -71.7% | +171.9% | +76.8% |
| All | +157.6% | -61.3% | +219.0% | +137.6% |
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