+804.3%
XLK vs FAST
+506.2%
+298.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +2.3% | +1.8% | +0.5% | +1.5% |
| 30D | +0.8% | -6.4% | +7.3% | +4.0% |
| 3M | +4.1% | +5.3% | -1.3% | +1.1% |
| 6M | +34.8% | +5.4% | +29.4% | +30.1% |
| YTD | +30.8% | +23.6% | +7.2% | +16.0% |
| 1Y | +42.4% | +4.1% | +38.3% | +36.9% |
| 3Y | +121.8% | +92.4% | +29.4% | +51.3% |
| 5Y | +146.6% | +106.1% | +40.5% | +61.2% |
| 10Y | +804.3% | +524.1% | +280.2% | +302.2% |
| All | +804.3% | +506.2% | +298.1% | +302.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling