+107.2%
FAST vs XHB
+37.5%
+69.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | -0.8% | -6.9% | +6.1% | +2.6% |
| 3M | +5.8% | -1.3% | +7.0% | +5.9% |
| 6M | +8.0% | -6.8% | +14.8% | +10.8% |
| YTD | +25.6% | +0.7% | +24.9% | +24.1% |
| 1Y | +0.8% | -11.2% | +12.1% | +5.6% |
| 3Y | +86.1% | +25.3% | +60.8% | +57.8% |
| All | +107.2% | +37.5% | +69.6% | +62.5% |
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