+423.1%
XLF vs FAST
+6,620.9%
-6,197.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +0.1% |
| 7D | +0.7% | +3.8% | -3.1% | -0.9% |
| 30D | +6.0% | +8.1% | -2.1% | +2.3% |
| 3M | +1.0% | +5.8% | -4.8% | -1.6% |
| 6M | +14.0% | +24.9% | -10.9% | +2.8% |
| YTD | +7.2% | +38.9% | -31.7% | -8.5% |
| 1Y | +11.6% | +36.5% | -24.9% | -4.0% |
| 3Y | +81.2% | +98.1% | -17.0% | +29.5% |
| 5Y | +57.9% | +109.3% | -51.4% | +8.5% |
| 10Y | +234.4% | +547.9% | -313.5% | +34.5% |
| All | +423.1% | +6,620.9% | -6,197.7% | -13.3% |
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