+74,417.0%
FAST vs ETR
+4,550.2%
+69,866.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +6.9% | +7.5% | -0.7% | +4.4% |
| 3M | +4.8% | +4.4% | +0.4% | +3.3% |
| 6M | +19.8% | -1.5% | +21.3% | +20.1% |
| YTD | +34.9% | +21.8% | +13.1% | +25.8% |
| 1Y | +32.8% | +18.4% | +14.4% | +24.9% |
| 3Y | +93.7% | +148.5% | -54.8% | +39.8% |
| 5Y | +105.3% | +152.6% | -47.3% | +46.4% |
| 10Y | +595.4% | +354.5% | +240.9% | +296.6% |
| All | +74,417.0% | +4,550.2% | +69,866.8% | +21,739.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling