+456.5%
FAST vs ESI
+224.6%
+231.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | 0.0% |
| 7D | -0.4% | +3.3% | -3.7% | -1.2% |
| 30D | -0.8% | -5.9% | +5.1% | +0.6% |
| 3M | +5.8% | -14.1% | +19.8% | +8.8% |
| 6M | +8.0% | +6.6% | +1.4% | +4.4% |
| YTD | +25.6% | +45.0% | -19.4% | +12.0% |
| 1Y | +0.8% | +41.5% | -40.6% | -10.0% |
| 3Y | +86.1% | +78.8% | +7.3% | +53.6% |
| 5Y | +100.2% | +70.9% | +29.3% | +64.7% |
| 10Y | +494.2% | +317.1% | +177.1% | +288.4% |
| All | +456.5% | +224.6% | +231.9% | +291.6% |
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 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