+98.1%
FAST vs ESI
+77.3%
+20.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.2% | +2.1% |
| 7D | +3.8% | -3.5% | +7.3% | +4.4% |
| 30D | +8.1% | -9.3% | +17.3% | +9.6% |
| 3M | +5.8% | -12.8% | +18.6% | +7.9% |
| 6M | +24.9% | -24.6% | +49.5% | +30.2% |
| YTD | +38.9% | +32.7% | +6.2% | +25.3% |
| 1Y | +36.5% | +20.3% | +16.2% | +25.8% |
| 3Y | +98.1% | +80.2% | +18.0% | +57.6% |
| All | +98.1% | +77.3% | +20.9% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling