+32.8%
FAST vs EW
+23.2%
+9.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +2.1% | +11.0% | -8.9% | +0.2% |
| 30D | +6.9% | +19.1% | -12.2% | +3.7% |
| 3M | +4.8% | +14.4% | -9.5% | +2.5% |
| 6M | +19.8% | +22.8% | -3.0% | +15.4% |
| YTD | +34.9% | +19.8% | +15.1% | +32.1% |
| 1Y | +32.8% | +23.9% | +8.9% | +29.0% |
| All | +32.8% | +23.2% | +9.6% | +29.0% |
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