+58.1%
XLE vs FAST
+91.5%
-33.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -10.3% | +0.7% | -11.0% | -10.4% |
| 30D | -3.3% | +4.6% | -8.0% | -4.2% |
| 3M | +8.2% | +6.4% | +1.8% | +6.8% |
| 6M | +5.0% | +20.6% | -15.6% | +0.9% |
| YTD | +40.6% | +34.7% | +5.9% | +30.2% |
| 1Y | +45.0% | +29.7% | +15.4% | +35.5% |
| All | +58.1% | +91.5% | -33.4% | +39.8% |
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