+48.3%
XLE vs FAST
+2.3%
+46.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.9% |
| 7D | +2.2% | -0.4% | +2.6% | +2.2% |
| 30D | +11.8% | -0.8% | +12.6% | +11.8% |
| 3M | +9.8% | +5.8% | +4.1% | +9.6% |
| 6M | +15.6% | +8.0% | +7.6% | +15.3% |
| YTD | +45.3% | +25.6% | +19.6% | +41.6% |
| 1Y | +48.3% | +0.8% | +47.5% | +47.9% |
| All | +48.3% | +2.3% | +46.0% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling