+11.2%
XLF vs FAST
+36.2%
-25.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.8% |
| 7D | +0.7% | +3.8% | -3.1% | 0.0% |
| 30D | +6.0% | +8.1% | -2.1% | +4.3% |
| 3M | +1.0% | +5.8% | -4.8% | -0.2% |
| 6M | +14.0% | +24.9% | -10.9% | +8.8% |
| YTD | +7.2% | +38.9% | -31.7% | -2.9% |
| All | +11.2% | +36.2% | -25.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling