+93.7%
FAST vs EXE
+3.8%
+89.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | +2.1% | -6.6% | +8.7% | +2.7% |
| 30D | +6.9% | -4.0% | +10.9% | +7.2% |
| 3M | +4.8% | -7.5% | +12.3% | +5.5% |
| 6M | +19.8% | -11.7% | +31.4% | +20.9% |
| YTD | +34.9% | -22.0% | +56.9% | +37.8% |
| 1Y | +32.8% | -21.8% | +54.6% | +35.5% |
| 3Y | +93.7% | +8.0% | +85.7% | +89.2% |
| All | +93.7% | +3.8% | +89.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling