+42.4%
XLE vs FAST
+37.0%
+5.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | -0.2% | +4.3% | -4.5% | -0.3% |
| 30D | -4.0% | +8.3% | -12.3% | -4.2% |
| 3M | +4.6% | +6.5% | -1.9% | +4.5% |
| 6M | +12.3% | +29.5% | -17.2% | +11.3% |
| YTD | +44.5% | +41.3% | +3.3% | +37.5% |
| 1Y | +42.4% | +37.4% | +5.0% | +35.5% |
| All | +42.4% | +37.0% | +5.4% | +35.5% |
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 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