+72.7%
XLC vs FAST
+86.1%
-13.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | -0.8% | -0.4% | -0.5% | -0.8% |
| 30D | +1.0% | -0.8% | +1.8% | +1.1% |
| 3M | -0.7% | +5.8% | -6.4% | -2.1% |
| 6M | -5.1% | +8.0% | -13.1% | -7.2% |
| YTD | -4.3% | +25.6% | -29.9% | -10.1% |
| 1Y | -0.6% | +0.8% | -1.4% | -1.1% |
| All | +72.7% | +86.1% | -13.4% | +47.9% |
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