+547.9%
FAST vs XHB
+271.6%
+276.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +1.1% |
| 7D | +3.8% | +1.3% | +2.5% | +3.0% |
| 30D | +8.1% | +11.8% | -3.7% | +1.6% |
| 3M | +5.8% | -3.8% | +9.6% | +7.4% |
| 6M | +24.9% | +4.1% | +20.8% | +20.9% |
| YTD | +38.9% | +4.0% | +35.0% | +34.2% |
| 1Y | +36.5% | +1.6% | +34.9% | +33.3% |
| 3Y | +98.1% | +43.2% | +55.0% | +54.7% |
| 5Y | +109.3% | +35.8% | +73.5% | +64.4% |
| 10Y | +547.9% | +259.3% | +288.6% | +188.7% |
| All | +547.9% | +271.6% | +276.3% | +188.7% |
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