+58.1%
XLE vs FAST
+91.8%
-33.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -12.0% | +2.1% | -14.1% | -12.4% |
| 30D | -2.7% | +6.9% | -9.6% | -4.0% |
| 3M | +6.6% | +4.8% | +1.7% | +5.5% |
| 6M | +9.5% | +19.8% | -10.2% | +5.4% |
| YTD | +40.6% | +34.9% | +5.7% | +30.1% |
| 1Y | +43.6% | +32.8% | +10.8% | +33.4% |
| 3Y | +58.1% | +93.7% | -35.7% | +39.7% |
| All | +58.1% | +91.8% | -33.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling