+166.9%
XLE vs FAST
+106.5%
+60.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.4% | +4.2% | +1.3% | +4.5% |
| 30D | -3.9% | +6.7% | -10.6% | -5.3% |
| 3M | +7.0% | +8.0% | -1.0% | +5.2% |
| 6M | +14.2% | +27.4% | -13.2% | +8.1% |
| YTD | +48.2% | +40.5% | +7.7% | +36.0% |
| 1Y | +47.7% | +38.4% | +9.3% | +36.0% |
| 3Y | +70.0% | +98.7% | -28.7% | +42.4% |
| All | +166.9% | +106.5% | +60.5% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling