+111.1%
FAST vs EXE
+76.5%
+34.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +4.3% | +1.5% | +2.8% | +4.1% |
| 30D | +8.3% | -0.2% | +8.5% | +8.3% |
| 3M | +6.5% | -9.2% | +15.7% | +7.7% |
| 6M | +29.5% | -7.2% | +36.7% | +30.4% |
| YTD | +41.3% | -18.3% | +59.5% | +44.3% |
| 1Y | +37.4% | -23.6% | +61.0% | +41.5% |
| 3Y | +98.5% | +21.9% | +76.6% | +89.7% |
| 5Y | +111.1% | +73.7% | +37.5% | +98.0% |
| All | +111.1% | +76.5% | +34.6% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling