+575.3%
FAST vs EW
+236.3%
+339.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +2.1% | +11.0% | -8.9% | -0.8% |
| 30D | +6.9% | +19.1% | -12.2% | +1.9% |
| 3M | +4.8% | +14.4% | -9.5% | +0.9% |
| 6M | +19.8% | +22.8% | -3.0% | +12.8% |
| YTD | +34.9% | +19.8% | +15.1% | +27.5% |
| 1Y | +32.8% | +23.9% | +8.9% | +24.3% |
| 3Y | +93.7% | +52.2% | +41.5% | +61.9% |
| 5Y | +105.3% | -13.9% | +119.2% | +103.1% |
| All | +575.3% | +236.3% | +339.0% | +386.1% |
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