+96.2%
FAST vs EXE
+18.1%
+78.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.3% |
| 7D | +4.8% | -2.2% | +7.0% | +5.0% |
| 30D | +8.6% | -0.3% | +8.9% | +8.6% |
| 3M | +5.7% | -9.3% | +15.0% | +6.6% |
| 6M | +25.5% | -7.2% | +32.7% | +26.1% |
| YTD | +39.6% | -18.9% | +58.5% | +42.2% |
| 1Y | +35.5% | -21.7% | +57.2% | +38.5% |
| 3Y | +96.2% | +21.0% | +75.2% | +91.2% |
| All | +96.2% | +18.1% | +78.1% | +91.2% |
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