+90.1%
FAST vs EWT
+196.6%
-106.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -0.4% | +4.0% | -4.3% | -1.2% |
| 30D | -0.8% | +10.3% | -11.1% | -3.0% |
| 3M | +5.8% | +6.1% | -0.3% | +4.0% |
| 6M | +8.0% | +56.6% | -48.6% | -5.1% |
| YTD | +25.6% | +76.6% | -50.9% | +6.5% |
| 1Y | +0.8% | +97.9% | -97.1% | -17.8% |
| All | +90.1% | +196.6% | -106.5% | +26.9% |
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