+33.0%
XLY vs FAST
+92.3%
-59.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.7% |
| 30D | -6.0% | -6.4% | +0.4% | -4.0% |
| 3M | -2.7% | +5.3% | -8.1% | -4.7% |
| 6M | -1.5% | +5.4% | -6.8% | -3.8% |
| YTD | -5.4% | +23.6% | -29.0% | -13.0% |
| 1Y | -3.8% | +4.1% | -7.9% | -6.1% |
| All | +33.0% | +92.3% | -59.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling