+136.6%
XLU vs FAST
+531.9%
-395.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -1.2% | -0.4% | -0.7% | -1.1% |
| 30D | -2.5% | -6.4% | +3.9% | -0.9% |
| 3M | -2.7% | +7.1% | -9.8% | -4.7% |
| 6M | -7.5% | +7.0% | -14.5% | -9.5% |
| YTD | +0.9% | +24.1% | -23.2% | -5.4% |
| 1Y | +3.3% | +4.4% | -1.1% | +1.3% |
| 3Y | +47.3% | +93.2% | -45.9% | +19.1% |
| 5Y | +44.4% | +106.4% | -61.9% | +13.2% |
| All | +136.6% | +531.9% | -395.3% | +62.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling