+31.0%
XLB vs FAST
+113.6%
-82.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -1.6% | +4.3% | -5.9% | -3.4% |
| 30D | +7.2% | +8.3% | -1.1% | +3.6% |
| 3M | 0.0% | +6.5% | -6.4% | -2.7% |
| 6M | +2.3% | +29.5% | -27.2% | -8.8% |
| YTD | +18.4% | +41.3% | -22.8% | +0.9% |
| 1Y | +23.3% | +37.4% | -14.1% | +6.4% |
| 3Y | +45.2% | +98.5% | -53.4% | +2.3% |
| 5Y | +31.0% | +111.1% | -80.2% | -14.5% |
| All | +31.0% | +113.6% | -82.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling