+547.9%
FAST vs XYZ
+657.6%
-109.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.4% |
| 7D | +3.8% | +14.9% | -11.0% | +1.5% |
| 30D | +8.1% | +14.7% | -6.6% | +5.6% |
| 3M | +5.8% | +12.1% | -6.3% | +3.5% |
| 6M | +24.9% | +18.3% | +6.5% | +20.7% |
| YTD | +38.9% | +36.1% | +2.9% | +30.3% |
| 1Y | +36.5% | +35.3% | +1.2% | +27.9% |
| 3Y | +98.1% | +73.5% | +24.7% | +71.1% |
| 5Y | +109.3% | -61.6% | +170.9% | +116.3% |
| 10Y | +547.9% | +638.0% | -90.1% | +365.5% |
| All | +547.9% | +657.6% | -109.7% | +365.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling