+50.5%
XLU vs FAST
+91.5%
-40.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +2.1% | +1.3% | +0.8% | +1.9% |
| 30D | -0.4% | -4.7% | +4.4% | +0.3% |
| 3M | +0.5% | +7.9% | -7.5% | -0.7% |
| 6M | -5.8% | +7.4% | -13.2% | -7.0% |
| YTD | +3.1% | +25.1% | -21.9% | -0.3% |
| 1Y | +8.1% | +4.7% | +3.4% | +6.9% |
| 3Y | +50.5% | +94.7% | -44.2% | +43.1% |
| All | +50.5% | +91.5% | -40.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling