+499.9%
FAST vs ES
+84.4%
+415.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -0.8% | -2.0% | +1.2% | -0.1% |
| 3M | +5.8% | +1.7% | +4.1% | +5.0% |
| 6M | +8.0% | -3.5% | +11.5% | +9.1% |
| YTD | +25.6% | +7.9% | +17.7% | +21.8% |
| 1Y | +0.8% | +17.2% | -16.4% | -5.7% |
| 3Y | +86.1% | +29.3% | +56.8% | +63.8% |
| 5Y | +100.2% | -5.7% | +106.0% | +100.4% |
| All | +499.9% | +84.4% | +415.5% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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