+574.2%
FAST vs FE
+108.3%
+465.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +4.6% | +6.4% | -1.8% | +2.7% |
| 3M | +6.4% | -0.5% | +6.8% | +6.4% |
| 6M | +20.6% | +4.7% | +15.8% | +18.7% |
| YTD | +34.7% | +8.4% | +26.3% | +31.1% |
| 1Y | +29.7% | +7.2% | +22.4% | +26.5% |
| 3Y | +89.9% | +44.9% | +45.0% | +67.1% |
| 5Y | +105.0% | +46.3% | +58.7% | +79.1% |
| All | +574.2% | +108.3% | +465.9% | +472.6% |
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