+1,521.5%
FAST vs XHB
+173.9%
+1,347.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | -0.4% | -1.3% | +0.9% | +0.3% |
| 30D | -0.8% | -6.9% | +6.1% | +3.0% |
| 3M | +5.8% | -1.3% | +7.0% | +5.9% |
| 6M | +8.0% | -6.8% | +14.8% | +11.1% |
| YTD | +25.6% | +0.7% | +24.9% | +23.8% |
| 1Y | +0.8% | -11.2% | +12.1% | +6.1% |
| 3Y | +86.1% | +25.3% | +60.8% | +56.3% |
| 5Y | +100.2% | +37.3% | +62.9% | +56.6% |
| 10Y | +494.2% | +211.5% | +282.7% | +179.2% |
| All | +1,521.5% | +173.9% | +1,347.6% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling