+93.7%
FAST vs EWT
+136.7%
-42.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.6% |
| 7D | +2.1% | -11.7% | +13.8% | +4.4% |
| 30D | +6.9% | -23.2% | +30.1% | +12.4% |
| 3M | +4.8% | -12.5% | +17.3% | +7.0% |
| 6M | +19.8% | -5.9% | +25.7% | +19.3% |
| YTD | +34.9% | +40.5% | -5.6% | +19.6% |
| 1Y | +32.8% | +43.7% | -11.0% | +16.9% |
| 3Y | +93.7% | +136.6% | -42.9% | +38.2% |
| All | +93.7% | +136.7% | -42.9% | +38.2% |
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