+548.6%
FAST vs ESI
+323.9%
+224.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | 0.0% |
| 7D | +4.3% | +1.8% | +2.5% | +3.6% |
| 30D | +8.3% | -6.6% | +14.9% | +10.0% |
| 3M | +6.5% | -9.4% | +15.8% | +8.6% |
| 6M | +29.5% | -24.1% | +53.6% | +38.0% |
| YTD | +41.3% | +37.1% | +4.1% | +21.9% |
| 1Y | +37.4% | +24.5% | +12.8% | +22.2% |
| 3Y | +98.5% | +83.2% | +15.4% | +49.2% |
| 5Y | +111.1% | +44.0% | +67.2% | +68.6% |
| 10Y | +548.6% | +332.8% | +215.7% | +245.7% |
| All | +548.6% | +323.9% | +224.7% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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