+64.9%
XLC vs FAST
+96.6%
-31.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.8% |
| 7D | +7.1% | +3.8% | +3.2% | +6.2% |
| 30D | -2.7% | +8.1% | -10.8% | -4.4% |
| 3M | -3.2% | +5.8% | -9.0% | -4.5% |
| 6M | -7.7% | +24.9% | -32.5% | -12.5% |
| YTD | -8.0% | +38.9% | -46.9% | -15.7% |
| 1Y | -3.1% | +36.5% | -39.5% | -10.8% |
| 3Y | +64.9% | +98.1% | -33.2% | +37.5% |
| All | +64.9% | +96.6% | -31.7% | +37.5% |
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