+246.4%
XLF vs FAST
+506.4%
-259.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +0.2% | +1.3% | -1.1% | -0.4% |
| 30D | -0.5% | -4.7% | +4.2% | +1.6% |
| 3M | +10.6% | +7.9% | +2.7% | +6.5% |
| 6M | +14.3% | +7.4% | +6.9% | +9.6% |
| YTD | +5.5% | +25.1% | -19.5% | -6.1% |
| 1Y | +9.6% | +4.7% | +4.9% | +5.6% |
| 3Y | +75.2% | +94.7% | -19.5% | +22.7% |
| 5Y | +65.5% | +106.8% | -41.2% | +10.5% |
| 10Y | +246.4% | +507.7% | -261.2% | +40.4% |
| All | +246.4% | +506.4% | -259.9% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling