+1,127.6%
XLY vs FAST
+5,978.0%
-4,850.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -2.0% | -0.4% | -1.6% | -1.8% |
| 30D | -3.1% | -0.8% | -2.4% | -2.9% |
| 3M | -1.8% | +5.8% | -7.6% | -4.2% |
| 6M | -0.9% | +8.0% | -8.9% | -4.4% |
| YTD | -3.4% | +25.6% | -29.0% | -12.4% |
| 1Y | -1.5% | +0.8% | -2.3% | -3.0% |
| 3Y | +38.8% | +86.1% | -47.3% | +5.8% |
| 5Y | +30.5% | +100.2% | -69.7% | -3.5% |
| 10Y | +215.3% | +494.2% | -278.9% | +48.6% |
| All | +1,127.6% | +5,978.0% | -4,850.4% | +139.6% |
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 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