+98.7%
FAST vs XYZ
+66.0%
+32.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.0% |
| 7D | +4.2% | -1.1% | +5.2% | +4.2% |
| 30D | +6.7% | +11.5% | -4.8% | +5.3% |
| 3M | +8.0% | +1.8% | +6.3% | +7.6% |
| 6M | +27.4% | +21.2% | +6.2% | +24.0% |
| YTD | +40.5% | +29.9% | +10.6% | +34.6% |
| 1Y | +38.4% | +35.8% | +2.6% | +31.7% |
| 3Y | +98.7% | +62.6% | +36.1% | +82.1% |
| All | +98.7% | +66.0% | +32.7% | +82.1% |
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