+71.5%
XLI vs FAST
+97.8%
-26.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | +3.8% | +4.2% | -0.4% | +2.1% |
| 30D | +1.0% | +6.7% | -5.6% | -1.5% |
| 3M | -8.9% | +8.0% | -17.0% | -11.7% |
| 6M | -2.3% | +27.4% | -29.7% | -11.5% |
| YTD | +9.7% | +40.5% | -30.8% | -5.1% |
| 1Y | +12.3% | +38.4% | -26.1% | -2.3% |
| 3Y | +71.5% | +98.7% | -27.2% | +27.9% |
| All | +71.5% | +97.8% | -26.3% | +27.9% |
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