+533.3%
FAST vs ES
+98.2%
+435.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +4.2% | +2.7% | +1.4% | +3.2% |
| 30D | +6.7% | +7.6% | -0.9% | +3.9% |
| 3M | +8.0% | +0.5% | +7.6% | +7.7% |
| 6M | +27.4% | +7.6% | +19.8% | +23.7% |
| YTD | +40.5% | +10.2% | +30.3% | +34.9% |
| 1Y | +38.4% | +1.8% | +36.5% | +36.1% |
| 3Y | +98.7% | +55.4% | +43.3% | +62.7% |
| 5Y | +106.7% | +7.3% | +99.4% | +96.4% |
| All | +533.3% | +98.2% | +435.1% | +466.8% |
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