+161.0%
XLU vs FAST
+541.5%
-380.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.5% | +4.3% | -3.8% | -0.7% |
| 30D | +5.3% | +8.3% | -3.1% | +3.0% |
| 3M | +1.2% | +6.5% | -5.3% | -0.7% |
| 6M | -1.6% | +29.5% | -31.1% | -8.6% |
| YTD | +4.8% | +41.3% | -36.5% | -5.4% |
| 1Y | +0.5% | +37.4% | -36.9% | -8.7% |
| 3Y | +58.9% | +98.5% | -39.6% | +27.2% |
| 5Y | +52.7% | +111.1% | -58.4% | +18.1% |
| 10Y | +161.0% | +548.6% | -387.6% | +65.5% |
| All | +161.0% | +541.5% | -380.5% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling