+108.0%
FAST vs EWT
+119.7%
-11.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.0% |
| 7D | +5.0% | +13.2% | -8.2% | +1.1% |
| 30D | +8.6% | -14.3% | +22.8% | +13.3% |
| 3M | +6.9% | -8.4% | +15.3% | +9.0% |
| 6M | +29.6% | +3.7% | +25.9% | +25.1% |
| YTD | +41.4% | +53.1% | -11.7% | +16.0% |
| 1Y | +38.5% | +55.5% | -17.0% | +12.8% |
| 3Y | +98.7% | +155.6% | -56.9% | +21.4% |
| 5Y | +108.0% | +119.3% | -11.3% | +35.7% |
| All | +108.0% | +119.7% | -11.7% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling