+174.3%
XLE vs FAST
+492.5%
-318.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +11.8% | -0.8% | +12.6% | +12.0% |
| 3M | +9.8% | +5.8% | +4.1% | +7.1% |
| 6M | +15.6% | +8.0% | +7.6% | +11.2% |
| YTD | +45.3% | +25.6% | +19.6% | +31.5% |
| 1Y | +48.3% | +0.8% | +47.5% | +45.7% |
| 3Y | +55.4% | +86.1% | -30.7% | +17.2% |
| 5Y | +216.1% | +100.2% | +115.9% | +125.1% |
| All | +174.3% | +492.5% | -318.3% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling