+110.2%
FAST vs FE
+48.8%
+61.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +8.6% | +4.3% | +4.3% | +7.0% |
| 3M | +5.7% | +0.4% | +5.3% | +5.5% |
| 6M | +25.5% | +6.9% | +18.5% | +22.3% |
| YTD | +39.6% | +8.0% | +31.6% | +35.4% |
| 1Y | +35.5% | +4.8% | +30.7% | +32.7% |
| 3Y | +96.2% | +49.0% | +47.3% | +63.0% |
| 5Y | +110.2% | +46.2% | +64.0% | +70.3% |
| All | +110.2% | +48.8% | +61.4% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling