+703.1%
XLK vs FAST
+545.6%
+157.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.4% |
| 7D | -4.3% | +4.8% | -9.1% | -6.4% |
| 30D | -15.0% | +8.6% | -23.6% | -18.4% |
| 3M | -9.2% | +5.7% | -14.9% | -11.8% |
| 6M | -3.5% | +25.5% | -29.0% | -14.2% |
| YTD | +17.7% | +39.6% | -21.9% | -1.9% |
| 1Y | +14.9% | +35.5% | -20.6% | -2.9% |
| 3Y | +91.8% | +96.2% | -4.4% | +29.5% |
| 5Y | +113.1% | +110.2% | +2.9% | +36.8% |
| 10Y | +703.1% | +531.8% | +171.3% | +238.1% |
| All | +703.1% | +545.6% | +157.5% | +238.1% |
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