+69,298.0%
FAST vs ETR
+4,412.2%
+64,885.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | +5.8% | -1.3% | +7.0% | +6.1% |
| 6M | +8.0% | +1.9% | +6.1% | +7.0% |
| YTD | +25.6% | +18.2% | +7.5% | +18.4% |
| 1Y | +0.8% | +24.7% | -23.9% | -6.8% |
| 3Y | +86.1% | +150.7% | -64.6% | +33.7% |
| 5Y | +100.2% | +127.0% | -26.8% | +47.9% |
| 10Y | +494.2% | +295.5% | +198.7% | +254.7% |
| All | +69,298.0% | +4,412.2% | +64,885.8% | +20,455.5% |
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 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