+4,788.0%
FAST vs EXEL
+334.5%
+4,453.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.2% |
| 7D | +0.7% | +3.8% | -3.1% | +0.1% |
| 30D | +4.6% | +17.8% | -13.2% | +2.3% |
| 3M | +6.4% | +21.2% | -14.8% | +3.4% |
| 6M | +20.6% | +54.7% | -34.1% | +13.1% |
| YTD | +34.7% | +56.8% | -22.1% | +25.8% |
| 1Y | +29.7% | +70.2% | -40.5% | +19.7% |
| 3Y | +89.9% | +227.2% | -137.3% | +57.6% |
| 5Y | +105.0% | +254.9% | -149.9% | +66.2% |
| 10Y | +594.2% | +476.9% | +117.3% | +394.7% |
| All | +4,788.0% | +334.5% | +4,453.5% | +2,146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling