+547.9%
FAST vs ETR
+356.9%
+191.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.6% |
| 7D | +3.8% | +1.7% | +2.1% | +3.2% |
| 30D | +8.1% | +8.7% | -0.7% | +5.0% |
| 3M | +5.8% | +4.9% | +0.9% | +4.0% |
| 6M | +24.9% | +0.8% | +24.1% | +24.2% |
| YTD | +38.9% | +23.1% | +15.8% | +28.7% |
| 1Y | +36.5% | +17.9% | +18.6% | +28.3% |
| 3Y | +98.1% | +154.5% | -56.4% | +38.2% |
| 5Y | +109.3% | +160.3% | -51.0% | +44.1% |
| 10Y | +547.9% | +366.9% | +181.0% | +320.5% |
| All | +547.9% | +356.9% | +191.0% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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