+1,117.4%
XLI vs FAST
+5,978.0%
-4,860.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -5.9% | -0.8% | -5.2% | -5.7% |
| 3M | -0.3% | +5.8% | -6.0% | -2.6% |
| 6M | +0.1% | +8.0% | -7.9% | -3.2% |
| YTD | +13.6% | +25.6% | -12.0% | +3.4% |
| 1Y | +17.2% | +0.8% | +16.4% | +15.7% |
| 3Y | +68.2% | +86.1% | -17.9% | +29.7% |
| 5Y | +80.7% | +100.2% | -19.5% | +34.5% |
| 10Y | +253.3% | +494.2% | -240.9% | +72.3% |
| All | +1,117.4% | +5,978.0% | -4,860.5% | +177.2% |
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