+6,179.7%
FAST vs EW
+7,833.4%
-1,653.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.9% |
| 7D | +0.7% | +6.8% | -6.1% | -0.9% |
| 30D | +4.6% | +16.6% | -11.9% | +0.9% |
| 3M | +6.4% | +13.3% | -7.0% | +3.1% |
| 6M | +20.6% | +21.6% | -1.0% | +14.8% |
| YTD | +34.7% | +18.3% | +16.4% | +28.7% |
| 1Y | +29.7% | +21.7% | +8.0% | +23.1% |
| 3Y | +89.9% | +50.3% | +39.6% | +65.6% |
| 5Y | +105.0% | -15.0% | +120.0% | +101.5% |
| 10Y | +594.2% | +237.5% | +356.7% | +388.5% |
| All | +6,179.7% | +7,833.4% | -1,653.7% | +2,374.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling