+507.7%
FAST vs XYZ
+573.1%
-65.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +1.3% | +2.9% | -1.6% | +0.8% |
| 30D | -4.7% | +1.4% | -6.1% | -5.1% |
| 3M | +7.9% | +14.6% | -6.6% | +5.3% |
| 6M | +7.4% | +20.8% | -13.3% | +3.5% |
| YTD | +25.1% | +23.1% | +2.0% | +19.5% |
| 1Y | +4.7% | +5.6% | -0.9% | +2.1% |
| 3Y | +94.7% | +50.9% | +43.8% | +71.7% |
| 5Y | +106.8% | -68.6% | +175.3% | +120.9% |
| 10Y | +507.7% | +580.0% | -72.3% | +328.9% |
| All | +507.7% | +573.1% | -65.4% | +328.9% |
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