+106.1%
FAST vs EQT
+194.7%
-88.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.0% |
| 30D | -6.4% | +1.0% | -7.5% | -6.5% |
| 3M | +5.3% | +4.0% | +1.3% | +4.8% |
| 6M | +5.4% | -11.7% | +17.1% | +6.5% |
| YTD | +23.6% | +2.8% | +20.8% | +22.8% |
| 1Y | +4.1% | +10.0% | -5.9% | +2.6% |
| 3Y | +92.4% | +34.1% | +58.2% | +83.4% |
| 5Y | +106.1% | +195.3% | -89.2% | +80.2% |
| All | +106.1% | +194.7% | -88.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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