+78.0%
XLF vs FAST
+93.0%
-15.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.2% | -0.8% | +1.0% | +0.3% |
| 3M | +11.7% | +5.8% | +6.0% | +9.6% |
| 6M | +13.8% | +8.0% | +5.8% | +10.4% |
| YTD | +7.0% | +25.6% | -18.6% | -1.7% |
| 1Y | +9.1% | +0.8% | +8.3% | +8.2% |
| All | +78.0% | +93.0% | -15.1% | +47.6% |
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