+32.8%
FAST vs EXE
-22.0%
+54.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +2.1% | -6.6% | +8.7% | +2.3% |
| 30D | +6.9% | -4.0% | +10.9% | +7.0% |
| 3M | +4.8% | -7.5% | +12.3% | +5.1% |
| 6M | +19.8% | -11.7% | +31.4% | +20.0% |
| YTD | +34.9% | -22.0% | +56.9% | +36.4% |
| 1Y | +32.8% | -21.8% | +54.6% | +34.5% |
| All | +32.8% | -22.0% | +54.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling