+1,472.6%
XLK vs FAST
+5,978.0%
-4,505.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.4% |
| 7D | +0.9% | -0.4% | +1.2% | +1.0% |
| 30D | +0.7% | -0.8% | +1.5% | +1.0% |
| 3M | -2.9% | +5.8% | -8.7% | -5.3% |
| 6M | +34.3% | +8.0% | +26.3% | +29.3% |
| YTD | +30.4% | +25.6% | +4.8% | +17.9% |
| 1Y | +43.4% | +0.8% | +42.6% | +40.7% |
| 3Y | +116.8% | +86.1% | +30.7% | +64.9% |
| 5Y | +144.0% | +100.2% | +43.8% | +80.1% |
| 10Y | +778.8% | +494.2% | +284.6% | +322.9% |
| All | +1,472.6% | +5,978.0% | -4,505.4% | +205.8% |
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 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