+31.6%
FAST vs XYZ
+19.9%
+11.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.3% | -13.6% | +0.6% |
| 7D | +3.4% | +16.5% | -13.1% | +2.3% |
| 30D | +5.5% | +15.0% | -9.5% | +4.4% |
| 3M | +7.6% | +3.5% | +4.1% | +7.3% |
| 6M | +19.8% | +21.9% | -2.1% | +17.6% |
| YTD | +35.5% | +34.6% | +0.8% | +29.3% |
| 1Y | +31.6% | +20.7% | +10.9% | +26.3% |
| All | +31.6% | +19.9% | +11.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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