+90.1%
FAST vs EW
+17.9%
+72.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | +1.0% | -1.8% | -0.9% |
| 3M | +5.8% | +2.8% | +2.9% | +5.5% |
| 6M | +8.0% | +5.5% | +2.5% | +7.4% |
| YTD | +25.6% | +5.5% | +20.2% | +24.9% |
| 1Y | +0.8% | +11.0% | -10.2% | -0.3% |
| All | +90.1% | +17.9% | +72.2% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling