+34.8%
FAST vs EW
+26.8%
+8.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.5% |
| 7D | +3.8% | +12.3% | -8.4% | +1.7% |
| 30D | +8.1% | +22.9% | -14.8% | +4.3% |
| 3M | +5.8% | +16.7% | -10.9% | +3.0% |
| 6M | +24.9% | +31.0% | -6.1% | +19.0% |
| YTD | +38.9% | +22.8% | +16.1% | +35.4% |
| All | +34.8% | +26.8% | +8.0% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling