+112.0%
XLK vs FAST
+110.9%
+1.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.4% |
| 7D | -1.9% | +3.8% | -5.8% | -3.5% |
| 30D | -14.0% | +8.1% | -22.1% | -17.0% |
| 3M | -9.0% | +5.8% | -14.8% | -11.4% |
| 6M | -2.4% | +24.9% | -27.3% | -12.4% |
| YTD | +19.1% | +38.9% | -19.8% | 0.0% |
| 1Y | +19.2% | +36.5% | -17.3% | +0.9% |
| 3Y | +99.1% | +98.1% | +0.9% | +29.2% |
| 5Y | +112.0% | +109.3% | +2.7% | +26.6% |
| All | +112.0% | +110.9% | +1.1% | +26.6% |
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 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