+499.9%
FAST vs FE
+115.1%
+384.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | +5.8% | +3.5% | +2.3% | +4.6% |
| 6M | +8.0% | -6.1% | +14.0% | +9.9% |
| YTD | +25.6% | +7.6% | +18.0% | +22.6% |
| 1Y | +0.8% | +11.9% | -11.1% | -2.9% |
| 3Y | +86.1% | +48.4% | +37.7% | +62.2% |
| 5Y | +100.2% | +44.8% | +55.4% | +75.4% |
| All | +499.9% | +115.1% | +384.8% | +407.2% |
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