+925.7%
XLV vs FAST
+5,978.0%
-5,052.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +0.2% | -0.4% | +0.5% | +0.2% |
| 30D | +4.4% | -0.8% | +5.2% | +4.6% |
| 3M | +13.2% | +5.8% | +7.5% | +11.5% |
| 6M | +10.1% | +8.0% | +2.1% | +7.6% |
| YTD | +11.7% | +25.6% | -13.9% | +4.7% |
| 1Y | +26.9% | +0.8% | +26.1% | +25.7% |
| 3Y | +35.0% | +86.1% | -51.1% | +12.7% |
| 5Y | +35.9% | +100.2% | -64.4% | +10.3% |
| 10Y | +179.0% | +494.2% | -315.2% | +68.6% |
| All | +925.7% | +5,978.0% | -5,052.3% | +228.2% |
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