+61.0%
XLC vs FAST
+91.8%
-30.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +4.9% | +2.1% | +2.8% | +4.4% |
| 30D | -5.8% | +6.9% | -12.7% | -7.2% |
| 3M | -5.4% | +4.8% | -10.3% | -6.5% |
| 6M | -10.2% | +19.8% | -29.9% | -14.0% |
| YTD | -10.2% | +34.9% | -45.1% | -17.2% |
| 1Y | -5.6% | +32.8% | -38.4% | -12.7% |
| 3Y | +61.0% | +93.7% | -32.8% | +34.2% |
| All | +61.0% | +91.8% | -30.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling