+93.7%
FAST vs XYZ
+73.8%
+20.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +2.1% | +12.1% | -10.1% | +0.7% |
| 30D | +6.9% | +12.4% | -5.5% | +5.4% |
| 3M | +4.8% | +8.2% | -3.3% | +3.7% |
| 6M | +19.8% | +20.7% | -0.9% | +16.6% |
| YTD | +34.9% | +31.3% | +3.6% | +29.1% |
| 1Y | +32.8% | +20.5% | +12.3% | +28.3% |
| 3Y | +93.7% | +72.6% | +21.1% | +76.9% |
| All | +93.7% | +73.8% | +20.0% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling