+531.8%
FAST vs EXEL
+363.4%
+168.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +4.8% | -2.4% | +7.2% | +5.2% |
| 30D | +8.6% | +17.9% | -9.3% | +5.8% |
| 3M | +5.7% | +33.3% | -27.6% | +0.9% |
| 6M | +25.5% | +46.6% | -21.1% | +17.8% |
| YTD | +39.6% | +61.0% | -21.4% | +28.6% |
| 1Y | +35.5% | +70.4% | -35.0% | +23.6% |
| 3Y | +96.2% | +236.1% | -139.9% | +56.8% |
| 5Y | +110.2% | +284.8% | -174.6% | +61.7% |
| 10Y | +531.8% | +348.4% | +183.4% | +373.1% |
| All | +531.8% | +363.4% | +168.4% | +373.1% |
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