+1,080.1%
XLI vs FAST
+6,741.6%
-5,661.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +4.3% | +5.0% | -0.7% | +2.4% |
| 30D | +0.5% | +8.6% | -8.1% | -2.7% |
| 3M | -8.6% | +6.9% | -15.5% | -11.0% |
| 6M | -2.3% | +29.6% | -31.9% | -11.9% |
| YTD | +10.1% | +41.4% | -31.3% | -4.3% |
| 1Y | +11.0% | +38.5% | -27.5% | -2.8% |
| 3Y | +72.3% | +98.7% | -26.5% | +29.7% |
| 5Y | +70.8% | +108.0% | -37.2% | +25.2% |
| 10Y | +228.7% | +549.3% | -320.5% | +55.0% |
| All | +1,080.1% | +6,741.6% | -5,661.5% | +156.6% |
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