+54.0%
XLV vs FAST
+106.5%
-52.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | +2.2% | +4.2% | -2.0% | +1.1% |
| 30D | +8.6% | +6.7% | +1.9% | +6.6% |
| 3M | +12.6% | +8.0% | +4.5% | +10.1% |
| 6M | +29.8% | +27.4% | +2.4% | +21.2% |
| YTD | +23.5% | +40.5% | -17.0% | +11.6% |
| 1Y | +25.7% | +38.4% | -12.7% | +14.0% |
| 3Y | +56.3% | +98.7% | -42.4% | +24.3% |
| All | +54.0% | +106.5% | -52.4% | +17.6% |
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