+93.7%
FAST vs EXC
+26.3%
+67.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.5% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +6.9% | +10.0% | -3.1% | +5.3% |
| 3M | +4.8% | +1.6% | +3.2% | +4.5% |
| 6M | +19.8% | +3.3% | +16.5% | +19.2% |
| YTD | +34.9% | +7.6% | +27.3% | +33.3% |
| 1Y | +32.8% | +3.5% | +29.3% | +32.0% |
| 3Y | +93.7% | +27.7% | +66.1% | +88.1% |
| All | +93.7% | +26.3% | +67.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling