+561.3%
XLP vs FAST
+6,415.2%
-5,853.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | +11.6% | +4.6% | +6.9% | +10.5% |
| 3M | +7.6% | +6.4% | +1.3% | +6.2% |
| 6M | +10.0% | +20.6% | -10.6% | +5.7% |
| YTD | +19.7% | +34.7% | -14.9% | +12.2% |
| 1Y | +23.5% | +29.7% | -6.2% | +16.5% |
| 3Y | +44.0% | +89.9% | -46.0% | +24.5% |
| 5Y | +42.7% | +105.0% | -62.3% | +20.5% |
| 10Y | +131.3% | +594.2% | -462.8% | +51.6% |
| All | +561.3% | +6,415.2% | -5,853.9% | +177.6% |
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 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