+47.7%
XLE vs FAST
+38.3%
+9.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +5.4% | +4.2% | +1.3% | +5.3% |
| 30D | -3.9% | +6.7% | -10.6% | -4.1% |
| 3M | +7.0% | +8.0% | -1.0% | +6.9% |
| 6M | +14.2% | +27.4% | -13.2% | +13.4% |
| YTD | +48.2% | +40.5% | +7.7% | +41.3% |
| 1Y | +47.7% | +38.4% | +9.3% | +40.1% |
| All | +47.7% | +38.3% | +9.4% | +40.1% |
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