+1,024.7%
XLE vs FAST
+5,978.0%
-4,953.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +11.8% | -0.8% | +12.6% | +12.0% |
| 3M | +9.8% | +5.8% | +4.1% | +7.5% |
| 6M | +15.6% | +8.0% | +7.6% | +11.7% |
| YTD | +45.3% | +25.6% | +19.6% | +33.4% |
| 1Y | +48.3% | +0.8% | +47.5% | +45.9% |
| 3Y | +55.4% | +86.1% | -30.7% | +23.2% |
| 5Y | +216.1% | +100.2% | +115.9% | +140.2% |
| 10Y | +178.4% | +494.2% | -315.8% | +45.7% |
| All | +1,024.7% | +5,978.0% | -4,953.2% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling