+167.7%
XLB vs FAST
+606.6%
-438.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.6% |
| 7D | -1.4% | +3.8% | -5.2% | -3.0% |
| 30D | +7.1% | +8.1% | -1.0% | +3.3% |
| 3M | +0.6% | +5.8% | -5.2% | -2.1% |
| 6M | +3.5% | +24.9% | -21.4% | -6.9% |
| YTD | +18.2% | +38.9% | -20.7% | +0.6% |
| 1Y | +25.6% | +36.5% | -10.9% | +7.7% |
| 3Y | +46.7% | +98.1% | -51.5% | +3.0% |
| 5Y | +30.9% | +109.3% | -78.4% | -12.1% |
| 10Y | +167.7% | +547.9% | -380.2% | +12.2% |
| All | +167.7% | +606.6% | -438.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling