+547.9%
FAST vs EW
+236.4%
+311.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.3% |
| 7D | +3.8% | +12.3% | -8.4% | +0.6% |
| 30D | +8.1% | +22.9% | -14.8% | +2.2% |
| 3M | +5.8% | +16.7% | -10.9% | +1.3% |
| 6M | +24.9% | +31.0% | -6.1% | +15.6% |
| YTD | +38.9% | +22.8% | +16.1% | +30.5% |
| 1Y | +36.5% | +25.6% | +10.9% | +27.3% |
| 3Y | +98.1% | +62.0% | +36.2% | +62.5% |
| 5Y | +109.3% | -12.8% | +122.1% | +106.5% |
| 10Y | +547.9% | +239.8% | +308.1% | +365.7% |
| All | +547.9% | +236.4% | +311.5% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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