+422.3%
XLF vs FAST
+5,978.0%
-5,555.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.2% | -0.8% | +1.0% | +0.4% |
| 3M | +11.7% | +5.8% | +6.0% | +8.6% |
| 6M | +13.8% | +8.0% | +5.8% | +9.0% |
| YTD | +7.0% | +25.6% | -18.6% | -4.5% |
| 1Y | +9.1% | +0.8% | +8.3% | +7.1% |
| 3Y | +75.6% | +86.1% | -10.5% | +28.9% |
| 5Y | +66.4% | +100.2% | -33.8% | +16.6% |
| 10Y | +250.3% | +494.2% | -243.9% | +46.2% |
| All | +422.3% | +5,978.0% | -5,555.7% | -9.5% |
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