+54.6%
XLE vs FAST
+86.1%
-31.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.0% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +11.8% | -0.8% | +12.6% | +11.9% |
| 3M | +9.8% | +5.8% | +4.1% | +8.4% |
| 6M | +15.6% | +8.0% | +7.6% | +13.3% |
| YTD | +45.3% | +25.6% | +19.6% | +36.7% |
| 1Y | +48.3% | +0.8% | +47.5% | +47.8% |
| All | +54.6% | +86.1% | -31.5% | +37.6% |
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