+531.6%
FAST vs ET
+164.0%
+367.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | -4.7% | +6.9% | -11.6% | -6.1% |
| 3M | +7.9% | +13.1% | -5.1% | +5.1% |
| 6M | +7.4% | +18.7% | -11.3% | +3.4% |
| YTD | +25.1% | +37.4% | -12.4% | +16.7% |
| 1Y | +4.7% | +34.8% | -30.1% | -2.0% |
| 3Y | +94.7% | +96.8% | -2.1% | +67.0% |
| 5Y | +106.8% | +238.2% | -131.5% | +57.0% |
| All | +531.6% | +164.0% | +367.6% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling