+531.8%
FAST vs ESI
+306.3%
+225.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +4.8% | -6.6% | +11.4% | +6.8% |
| 30D | +8.6% | -9.8% | +18.4% | +11.5% |
| 3M | +5.7% | -11.9% | +17.6% | +8.8% |
| 6M | +25.5% | -25.1% | +50.6% | +34.1% |
| YTD | +39.6% | +31.9% | +7.7% | +21.9% |
| 1Y | +35.5% | +19.2% | +16.3% | +22.1% |
| 3Y | +96.2% | +76.2% | +20.0% | +49.2% |
| 5Y | +110.2% | +39.4% | +70.8% | +69.5% |
| 10Y | +531.8% | +304.9% | +226.9% | +236.9% |
| All | +531.8% | +306.3% | +225.6% | +236.9% |
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