+81.6%
XLF vs FAST
+97.8%
-16.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | +2.7% | +4.2% | -1.5% | +1.4% |
| 30D | +7.6% | +6.7% | +1.0% | +5.5% |
| 3M | +1.1% | +8.0% | -7.0% | -1.4% |
| 6M | +15.9% | +27.4% | -11.5% | +7.0% |
| YTD | +8.4% | +40.5% | -32.0% | -4.1% |
| 1Y | +12.5% | +38.4% | -25.9% | 0.0% |
| 3Y | +81.6% | +98.7% | -17.1% | +47.5% |
| All | +81.6% | +97.8% | -16.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling