+38.5%
FAST vs ET
+24.8%
+13.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +5.0% | +3.0% | +2.0% | +4.6% |
| 30D | +8.6% | -3.5% | +12.0% | +8.9% |
| 3M | +6.9% | -5.6% | +12.5% | +7.5% |
| 6M | +29.6% | +0.5% | +29.1% | +29.2% |
| YTD | +41.4% | +26.3% | +15.1% | +38.5% |
| 1Y | +38.5% | +25.7% | +12.9% | +35.7% |
| All | +38.5% | +24.8% | +13.7% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling