+126.6%
XLC vs FAST
+406.0%
-279.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +3.1% | +0.7% | +2.4% | +2.8% |
| 30D | -6.5% | +4.6% | -11.2% | -8.4% |
| 3M | -5.6% | +6.4% | -11.9% | -8.2% |
| 6M | -9.2% | +20.6% | -29.8% | -16.6% |
| YTD | -10.6% | +34.7% | -45.2% | -22.4% |
| 1Y | -6.9% | +29.7% | -36.5% | -17.9% |
| 3Y | +59.9% | +89.9% | -30.1% | +15.1% |
| 5Y | +34.7% | +105.0% | -70.3% | -8.0% |
| All | +126.6% | +406.0% | -279.4% | +1.0% |
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