+508.9%
XLP vs FAST
+5,978.0%
-5,469.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | -0.9% | -0.8% | -0.1% | -0.8% |
| 3M | +3.8% | +5.8% | -1.9% | +2.5% |
| 6M | -1.7% | +8.0% | -9.7% | -3.5% |
| YTD | +10.3% | +25.6% | -15.4% | +4.8% |
| 1Y | +7.8% | +0.8% | +7.0% | +7.0% |
| 3Y | +27.2% | +86.1% | -58.9% | +10.3% |
| 5Y | +32.5% | +100.2% | -67.7% | +12.4% |
| 10Y | +101.8% | +494.2% | -392.4% | +36.1% |
| All | +508.9% | +5,978.0% | -5,469.0% | +159.4% |
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