+566.6%
FAST vs XYZ
+638.9%
-72.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -0.8% | -1.7% | +0.9% | -0.7% |
| 3M | +5.8% | +16.7% | -11.0% | +2.9% |
| 6M | +8.0% | +26.9% | -18.9% | +3.3% |
| YTD | +25.6% | +27.1% | -1.5% | +19.5% |
| 1Y | +0.8% | +9.3% | -8.4% | -2.2% |
| 3Y | +86.1% | +42.3% | +43.8% | +66.2% |
| 5Y | +100.2% | -69.3% | +169.5% | +114.0% |
| 10Y | +494.2% | +586.8% | -92.6% | +281.2% |
| All | +566.6% | +638.9% | -72.3% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling