+215.2%
XLY vs FAST
+535.9%
-320.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -4.2% | -5.6% | +1.4% | -1.8% |
| 3M | -2.7% | +6.9% | -9.6% | -5.8% |
| 6M | -0.6% | +7.0% | -7.6% | -4.3% |
| YTD | -5.0% | +24.9% | -29.9% | -15.0% |
| 1Y | -4.1% | +6.5% | -10.6% | -8.1% |
| 3Y | +33.6% | +94.1% | -60.5% | -5.1% |
| 5Y | +28.7% | +107.7% | -78.9% | -11.8% |
| All | +215.2% | +535.9% | -320.7% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling