+537.5%
FAST vs EW
+249.9%
+287.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.0% | +4.9% | +0.1% | +3.7% |
| 30D | +8.6% | +24.1% | -15.5% | +2.3% |
| 3M | +6.9% | +13.7% | -6.8% | +3.1% |
| 6M | +29.6% | +32.7% | -3.1% | +19.6% |
| YTD | +41.4% | +24.1% | +17.3% | +32.4% |
| 1Y | +38.5% | +23.6% | +14.9% | +29.8% |
| 3Y | +98.7% | +64.8% | +34.0% | +62.0% |
| 5Y | +108.0% | -8.8% | +116.8% | +102.2% |
| All | +537.5% | +249.9% | +287.6% | +355.3% |
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