+547.9%
FAST vs ESI
+323.5%
+224.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.2% | +1.4% |
| 7D | +3.8% | -3.5% | +7.3% | +4.7% |
| 30D | +8.1% | -9.3% | +17.3% | +10.7% |
| 3M | +5.8% | -12.8% | +18.6% | +9.2% |
| 6M | +24.9% | -24.6% | +49.5% | +33.2% |
| YTD | +38.9% | +32.7% | +6.2% | +21.1% |
| 1Y | +36.5% | +20.3% | +16.2% | +22.6% |
| 3Y | +98.1% | +80.2% | +18.0% | +49.5% |
| 5Y | +109.3% | +40.0% | +69.4% | +68.5% |
| 10Y | +547.9% | +310.8% | +237.1% | +245.0% |
| All | +547.9% | +323.5% | +224.5% | +245.0% |
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