+415.6%
XLF vs FAST
+6,426.3%
-6,010.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +1.2% | +2.1% | -0.9% | +0.3% |
| 30D | +6.3% | +6.9% | -0.5% | +3.2% |
| 3M | -0.8% | +4.8% | -5.6% | -3.0% |
| 6M | +11.0% | +19.8% | -8.7% | +2.0% |
| YTD | +5.6% | +34.9% | -29.3% | -8.7% |
| 1Y | +10.8% | +32.8% | -22.0% | -3.6% |
| 3Y | +77.8% | +93.7% | -16.0% | +28.4% |
| 5Y | +55.6% | +105.3% | -49.7% | +7.9% |
| 10Y | +252.5% | +595.4% | -342.9% | +37.5% |
| All | +415.6% | +6,426.3% | -6,010.6% | -13.5% |
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 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