+575.3%
FAST vs EXEL
+461.0%
+114.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.9% | +19.0% | -12.2% | +3.9% |
| 3M | +4.8% | +33.3% | -28.4% | -0.1% |
| 6M | +19.8% | +42.9% | -23.1% | +12.6% |
| YTD | +34.9% | +58.7% | -23.8% | +24.2% |
| 1Y | +32.8% | +70.5% | -37.7% | +20.7% |
| 3Y | +93.7% | +233.8% | -140.1% | +53.8% |
| 5Y | +105.3% | +259.3% | -154.0% | +58.2% |
| All | +575.3% | +461.0% | +114.3% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling