+107.2%
FAST vs XEL
+28.0%
+79.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | -0.8% | -1.9% | +1.1% | -0.1% |
| 3M | +5.8% | -1.9% | +7.7% | +6.4% |
| 6M | +8.0% | -7.4% | +15.4% | +10.9% |
| YTD | +25.6% | +4.1% | +21.6% | +23.5% |
| 1Y | +0.8% | +8.0% | -7.2% | -2.5% |
| 3Y | +86.1% | +48.4% | +37.7% | +56.6% |
| All | +107.2% | +28.0% | +79.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling