+44.7%
XLU vs FAST
+108.2%
-63.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | -0.4% | -4.7% | +4.4% | +0.8% |
| 3M | +0.5% | +7.9% | -7.5% | -1.7% |
| 6M | -5.8% | +7.4% | -13.2% | -7.9% |
| YTD | +3.1% | +25.1% | -21.9% | -3.4% |
| 1Y | +8.1% | +4.7% | +3.4% | +6.1% |
| 3Y | +50.5% | +94.7% | -44.2% | +18.5% |
| 5Y | +44.7% | +106.8% | -62.0% | +8.6% |
| All | +44.7% | +108.2% | -63.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling