+99.8%
FAST vs EWT
+164.9%
-65.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.6% | 0.0% |
| 7D | +4.3% | +3.2% | +1.1% | +3.4% |
| 30D | +8.3% | -12.3% | +20.6% | +10.9% |
| 3M | +6.5% | -3.6% | +10.1% | +6.7% |
| 6M | +29.5% | +3.1% | +26.4% | +26.9% |
| YTD | +41.3% | +57.7% | -16.4% | +22.4% |
| 1Y | +37.4% | +60.3% | -22.9% | +18.5% |
| All | +99.8% | +164.9% | -65.2% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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