+218.0%
XLE vs FAST
+100.5%
+117.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 6M | +15.6% | +8.0% | +7.6% | +13.0% |
| YTD | +45.3% | +25.6% | +19.6% | +36.5% |
| 1Y | +48.3% | +0.8% | +47.5% | +47.2% |
| 3Y | +55.4% | +86.1% | -30.7% | +31.5% |
| All | +218.0% | +100.5% | +117.5% | +156.4% |
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