+23.4%
XLY vs FAST
+107.8%
-84.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +2.4% | +5.0% | -2.6% | 0.0% |
| 30D | +7.2% | +8.6% | -1.3% | +3.0% |
| 3M | +2.4% | +6.9% | -4.5% | -1.0% |
| 6M | +2.3% | +29.6% | -27.3% | -10.4% |
| YTD | +1.5% | +41.4% | -39.9% | -15.8% |
| 1Y | +2.1% | +38.5% | -36.4% | -14.5% |
| 3Y | +53.0% | +98.7% | -45.7% | -0.1% |
| All | +23.4% | +107.8% | -84.4% | -26.1% |
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