+665.5%
XLU vs FAST
+6,697.2%
-6,031.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +2.1% | +4.2% | -2.0% | +1.2% |
| 30D | +5.6% | +6.7% | -1.1% | +4.1% |
| 3M | +0.7% | +8.0% | -7.3% | -1.0% |
| 6M | -0.1% | +27.4% | -27.5% | -5.3% |
| YTD | +5.3% | +40.5% | -35.2% | -2.6% |
| 1Y | +2.2% | +38.4% | -36.2% | -5.2% |
| 3Y | +61.6% | +98.7% | -37.1% | +37.1% |
| 5Y | +53.6% | +106.7% | -53.1% | +28.2% |
| 10Y | +162.3% | +545.1% | -382.8% | +70.1% |
| All | +665.5% | +6,697.2% | -6,031.7% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling