+1.0%
XLU vs FAST
+32.0%
-31.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | +2.6% | +3.4% | -0.8% | +2.1% |
| 30D | +9.1% | +5.5% | +3.6% | +8.2% |
| 3M | -0.4% | +7.6% | -8.0% | -1.6% |
| 6M | -4.7% | +19.8% | -24.5% | -7.6% |
| YTD | +4.3% | +35.5% | -31.2% | -1.6% |
| 1Y | +1.0% | +31.6% | -30.6% | -4.2% |
| All | +1.0% | +32.0% | -31.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling