+105.3%
FAST vs XHB
+28.9%
+76.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -1.0% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +6.7% | +9.9% | -3.3% | +1.6% |
| 3M | +8.0% | -6.3% | +14.3% | +11.0% |
| 6M | +27.4% | +3.8% | +23.6% | +23.9% |
| YTD | +40.5% | +0.1% | +40.4% | +38.6% |
| 1Y | +38.4% | -0.8% | +39.2% | +37.0% |
| 3Y | +98.7% | +35.6% | +63.1% | +60.9% |
| All | +105.3% | +28.9% | +76.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling