+100.0%
FAST vs XHB
+34.8%
+65.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +5.0% | -2.4% | +7.4% | +6.0% |
| 30D | +8.6% | +7.1% | +1.5% | +5.2% |
| 3M | +6.9% | -6.0% | +12.9% | +9.3% |
| 6M | +29.6% | +2.1% | +27.5% | +27.5% |
| YTD | +41.4% | -0.6% | +42.0% | +40.5% |
| 1Y | +38.5% | -3.3% | +41.8% | +39.1% |
| All | +100.0% | +34.8% | +65.2% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling