+575.3%
FAST vs ES
+85.7%
+489.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.2% |
| 7D | +2.1% | +1.9% | +0.2% | +1.4% |
| 30D | +6.9% | +7.1% | -0.2% | +4.3% |
| 3M | +4.8% | -1.9% | +6.8% | +5.4% |
| 6M | +19.8% | +4.4% | +15.4% | +17.6% |
| YTD | +34.9% | +7.3% | +27.6% | +30.9% |
| 1Y | +32.8% | +2.1% | +30.6% | +30.5% |
| 3Y | +93.7% | +41.8% | +51.9% | +65.0% |
| 5Y | +105.3% | +1.4% | +103.9% | +99.5% |
| All | +575.3% | +85.7% | +489.6% | +557.5% |
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