+145.7%
XLK vs FAST
+108.2%
+37.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | -0.1% | -4.7% | +4.7% | +2.1% |
| 3M | +2.1% | +7.9% | -5.8% | -1.8% |
| 6M | +37.2% | +7.4% | +29.7% | +31.4% |
| YTD | +30.8% | +25.1% | +5.7% | +15.2% |
| 1Y | +42.6% | +4.7% | +37.9% | +37.3% |
| 3Y | +121.8% | +94.7% | +27.1% | +41.9% |
| 5Y | +145.7% | +106.8% | +38.9% | +48.8% |
| All | +145.7% | +108.2% | +37.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling