+108.0%
FAST vs ETR
+158.6%
-50.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.0% | +1.5% | +3.5% | +4.5% |
| 30D | +8.6% | +6.6% | +1.9% | +6.4% |
| 3M | +6.9% | +4.4% | +2.5% | +5.4% |
| 6M | +29.6% | -0.3% | +29.9% | +29.5% |
| YTD | +41.4% | +23.3% | +18.1% | +31.6% |
| 1Y | +38.5% | +18.9% | +19.7% | +30.4% |
| 3Y | +98.7% | +155.5% | -56.7% | +37.1% |
| 5Y | +108.0% | +159.9% | -51.9% | +41.4% |
| All | +108.0% | +158.6% | -50.5% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling