+496.6%
FAST vs ESI
+177.3%
+319.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | +1.3% |
| 7D | +0.7% | -13.1% | +13.8% | +3.9% |
| 30D | +4.6% | -18.5% | +23.1% | +9.4% |
| 3M | +6.4% | -19.6% | +25.9% | +11.2% |
| 6M | +20.6% | -29.8% | +50.4% | +29.1% |
| YTD | +34.7% | +23.9% | +10.8% | +23.9% |
| 1Y | +29.7% | +15.0% | +14.7% | +21.3% |
| 3Y | +89.9% | +64.3% | +25.6% | +59.0% |
| 5Y | +105.0% | +26.3% | +78.6% | +80.0% |
| 10Y | +594.2% | +321.7% | +272.4% | +359.3% |
| All | +496.6% | +177.3% | +319.3% | +333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling