+92.6%
FAST vs ET
+99.3%
-6.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | -0.8% | +7.5% | -8.3% | -2.4% |
| 3M | +5.8% | +11.4% | -5.7% | +3.2% |
| 6M | +8.0% | +18.5% | -10.5% | +3.7% |
| YTD | +25.6% | +37.4% | -11.8% | +16.7% |
| 1Y | +0.8% | +30.9% | -30.1% | -5.3% |
| All | +92.6% | +99.3% | -6.7% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling