+27.6%
XLY vs FAST
+106.4%
-78.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -3.9% | -0.4% | -3.4% | -3.7% |
| 30D | -6.1% | -6.4% | +0.3% | -3.1% |
| 3M | -1.2% | +7.1% | -8.2% | -4.7% |
| 6M | -1.8% | +7.0% | -8.8% | -5.8% |
| YTD | -5.9% | +24.1% | -30.0% | -16.7% |
| 1Y | -3.1% | +4.4% | -7.5% | -6.6% |
| 3Y | +36.0% | +93.2% | -57.3% | -11.5% |
| 5Y | +27.6% | +106.4% | -78.8% | -21.6% |
| All | +27.6% | +106.4% | -78.9% | -21.6% |
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