+537.5%
FAST vs ESI
+321.1%
+216.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.8% |
| 7D | +5.0% | +8.3% | -3.3% | +2.5% |
| 30D | +8.6% | -10.4% | +19.0% | +11.6% |
| 3M | +6.9% | -13.2% | +20.1% | +10.5% |
| 6M | +29.6% | -23.9% | +53.5% | +37.9% |
| YTD | +41.4% | +34.2% | +7.2% | +22.9% |
| 1Y | +38.5% | +22.2% | +16.3% | +23.8% |
| 3Y | +98.7% | +79.2% | +19.5% | +50.3% |
| 5Y | +108.0% | +38.1% | +69.9% | +68.3% |
| All | +537.5% | +321.1% | +216.4% | +240.3% |
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