+107.2%
FAST vs ET
+232.1%
-124.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +5.8% | +11.4% | -5.7% | +3.2% |
| 6M | +8.0% | +18.5% | -10.5% | +3.9% |
| YTD | +25.6% | +37.4% | -11.8% | +17.0% |
| 1Y | +0.8% | +30.9% | -30.1% | -5.2% |
| 3Y | +86.1% | +98.7% | -12.6% | +59.1% |
| All | +107.2% | +232.1% | -124.9% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling