+111.1%
FAST vs ESI
+44.9%
+66.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.2% |
| 7D | +4.3% | +1.8% | +2.5% | +3.7% |
| 30D | +8.3% | -6.6% | +14.9% | +9.7% |
| 3M | +6.5% | -9.4% | +15.8% | +8.4% |
| 6M | +29.5% | -24.1% | +53.6% | +37.1% |
| YTD | +41.3% | +37.1% | +4.1% | +22.5% |
| 1Y | +37.4% | +24.5% | +12.8% | +22.6% |
| 3Y | +98.5% | +83.2% | +15.4% | +47.4% |
| 5Y | +111.1% | +44.0% | +67.2% | +69.0% |
| All | +111.1% | +44.9% | +66.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling