+105.0%
FAST vs EXC
+43.9%
+61.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | +4.6% | +11.6% | -7.0% | +1.1% |
| 3M | +6.4% | +2.7% | +3.7% | +5.4% |
| 6M | +20.6% | +2.7% | +17.9% | +19.4% |
| YTD | +34.7% | +9.7% | +25.0% | +29.9% |
| 1Y | +29.7% | +4.5% | +25.1% | +27.1% |
| 3Y | +89.9% | +28.5% | +61.5% | +71.4% |
| 5Y | +105.0% | +43.9% | +61.0% | +65.5% |
| All | +105.0% | +43.9% | +61.1% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling