+575.3%
FAST vs XHB
+252.6%
+322.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | +2.1% | +1.3% | +0.8% | +1.2% |
| 30D | +6.9% | +7.8% | -0.9% | +2.4% |
| 3M | +4.8% | -5.5% | +10.3% | +7.4% |
| 6M | +19.8% | -2.6% | +22.4% | +20.1% |
| YTD | +34.9% | +0.4% | +34.5% | +32.7% |
| 1Y | +32.8% | -1.0% | +33.8% | +31.4% |
| 3Y | +93.7% | +37.3% | +56.4% | +54.6% |
| 5Y | +105.3% | +33.7% | +71.6% | +62.3% |
| All | +575.3% | +252.6% | +322.7% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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