+4.7%
FAST vs XHB
-15.1%
+19.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -4.7% | -9.1% | +4.3% | -0.8% |
| 3M | +7.9% | -2.3% | +10.3% | +8.5% |
| 6M | +7.4% | -4.1% | +11.6% | +8.4% |
| YTD | +25.1% | -1.7% | +26.8% | +25.9% |
| 1Y | +4.7% | -15.1% | +19.8% | +6.3% |
| All | +4.7% | -15.1% | +19.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling