+32.8%
FAST vs ESI
+16.5%
+16.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +2.1% | -8.5% | +10.6% | +3.0% |
| 30D | +6.9% | -15.7% | +22.5% | +8.8% |
| 3M | +4.8% | -18.2% | +23.1% | +7.1% |
| 6M | +19.8% | -28.8% | +48.6% | +24.2% |
| YTD | +34.9% | +26.3% | +8.6% | +22.1% |
| 1Y | +32.8% | +18.2% | +14.6% | +21.5% |
| All | +32.8% | +16.5% | +16.3% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling