+34.8%
FAST vs XYZ
+32.9%
+1.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.7% |
| 7D | +3.8% | +14.9% | -11.0% | +2.8% |
| 30D | +8.1% | +14.7% | -6.6% | +7.0% |
| 3M | +5.8% | +12.1% | -6.3% | +4.9% |
| 6M | +24.9% | +18.3% | +6.5% | +23.0% |
| YTD | +38.9% | +36.1% | +2.9% | +32.2% |
| All | +34.8% | +32.9% | +1.9% | +28.2% |
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