+822.8%
XLB vs FAST
+6,415.2%
-5,592.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -0.4% | +0.7% | -1.0% | -0.6% |
| 30D | +5.2% | +4.6% | +0.6% | +3.3% |
| 3M | -0.1% | +6.4% | -6.5% | -2.7% |
| 6M | +2.4% | +20.6% | -18.2% | -5.1% |
| YTD | +16.9% | +34.7% | -17.8% | +3.3% |
| 1Y | +25.0% | +29.7% | -4.6% | +12.1% |
| 3Y | +40.7% | +89.9% | -49.2% | +7.2% |
| 5Y | +31.6% | +105.0% | -73.3% | -3.6% |
| 10Y | +175.3% | +594.2% | -418.9% | +24.3% |
| All | +822.8% | +6,415.2% | -5,592.4% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling