+575.3%
FAST vs ESI
+312.6%
+262.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | +2.1% | -8.5% | +10.6% | +4.6% |
| 30D | +6.9% | -15.7% | +22.5% | +11.9% |
| 3M | +4.8% | -18.2% | +23.1% | +10.4% |
| 6M | +19.8% | -28.8% | +48.6% | +30.0% |
| YTD | +34.9% | +26.3% | +8.6% | +19.3% |
| 1Y | +32.8% | +18.2% | +14.6% | +19.7% |
| 3Y | +93.7% | +68.1% | +25.6% | +49.2% |
| 5Y | +105.3% | +28.8% | +76.5% | +69.5% |
| All | +575.3% | +312.6% | +262.7% | +232.9% |
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