+537.5%
FAST vs FE
+123.7%
+413.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | +8.6% | +3.9% | +4.7% | +7.3% |
| 3M | +6.9% | -0.1% | +7.0% | +6.9% |
| 6M | +29.6% | +6.1% | +23.5% | +27.0% |
| YTD | +41.4% | +8.1% | +33.4% | +37.7% |
| 1Y | +38.5% | +4.4% | +34.1% | +36.2% |
| 3Y | +98.7% | +49.0% | +49.7% | +72.6% |
| 5Y | +108.0% | +46.1% | +61.9% | +81.2% |
| All | +537.5% | +123.7% | +413.8% | +444.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling