+134.0%
XLC vs FAST
+424.5%
-290.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +6.2% | +4.8% | +1.4% | +4.2% |
| 30D | -2.4% | +8.6% | -11.0% | -5.7% |
| 3M | -3.3% | +5.7% | -9.0% | -5.8% |
| 6M | -7.3% | +25.5% | -32.8% | -16.2% |
| YTD | -7.6% | +39.6% | -47.2% | -21.0% |
| 1Y | -3.7% | +35.5% | -39.2% | -16.6% |
| 3Y | +62.9% | +96.2% | -33.3% | +15.8% |
| 5Y | +41.6% | +110.2% | -68.6% | -4.2% |
| All | +134.0% | +424.5% | -290.5% | +2.8% |
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 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