+35.5%
FAST vs EXEL
+72.0%
-36.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +4.8% | -2.4% | +7.2% | +4.9% |
| 30D | +8.6% | +17.9% | -9.3% | +7.7% |
| 3M | +5.7% | +33.3% | -27.6% | +3.8% |
| 6M | +25.5% | +46.6% | -21.1% | +21.7% |
| YTD | +39.6% | +61.0% | -21.4% | +32.9% |
| 1Y | +35.5% | +70.4% | -35.0% | +27.1% |
| All | +35.5% | +72.0% | -36.5% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling