+1,640.2%
FAST vs ET
+1,275.4%
+364.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | -7.9% | +10.0% | +3.6% |
| 30D | +6.9% | -5.9% | +12.8% | +8.1% |
| 3M | +4.8% | -5.2% | +10.1% | +5.8% |
| 6M | +19.8% | +0.3% | +19.5% | +19.5% |
| YTD | +34.9% | +23.1% | +11.8% | +29.4% |
| 1Y | +32.8% | +22.7% | +10.0% | +27.3% |
| 3Y | +93.7% | +75.4% | +18.4% | +72.5% |
| 5Y | +105.3% | +202.6% | -97.3% | +63.6% |
| 10Y | +595.4% | +213.0% | +382.4% | +420.0% |
| All | +1,640.2% | +1,275.4% | +364.8% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling