+820.5%
XLB vs FAST
+5,978.0%
-5,157.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -0.4% | -0.8% | +0.4% | -0.2% |
| 3M | +2.0% | +5.8% | -3.8% | -0.4% |
| 6M | +1.8% | +8.0% | -6.2% | -1.7% |
| YTD | +16.6% | +25.6% | -9.0% | +6.0% |
| 1Y | +16.9% | +0.8% | +16.1% | +15.3% |
| 3Y | +32.6% | +86.1% | -53.6% | +1.7% |
| 5Y | +35.6% | +100.2% | -64.6% | +0.3% |
| 10Y | +160.0% | +494.2% | -334.2% | +24.4% |
| All | +820.5% | +5,978.0% | -5,157.4% | +109.8% |
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