+507.7%
FAST vs EXEL
+380.2%
+127.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.1% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | -4.7% | +6.7% | -11.4% | -5.8% |
| 3M | +7.9% | +11.5% | -3.5% | +5.8% |
| 6M | +7.4% | +38.8% | -31.4% | +1.5% |
| YTD | +25.1% | +31.6% | -6.5% | +18.9% |
| 1Y | +4.7% | +53.0% | -48.3% | -3.2% |
| 3Y | +94.7% | +160.8% | -66.1% | +61.6% |
| 5Y | +106.8% | +190.1% | -83.3% | +65.8% |
| 10Y | +507.7% | +367.0% | +140.7% | +322.5% |
| All | +507.7% | +380.2% | +127.5% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling