+24.2%
XLB vs FAST
+36.9%
-12.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.5% | +4.8% | -4.3% | -1.1% |
| 30D | +6.9% | +8.6% | -1.7% | +3.9% |
| 3M | -0.2% | +5.7% | -5.9% | -2.0% |
| 6M | +3.3% | +25.5% | -22.2% | -4.7% |
| YTD | +18.0% | +39.6% | -21.6% | +1.9% |
| 1Y | +24.2% | +35.5% | -11.3% | +8.1% |
| All | +24.2% | +36.9% | -12.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling