+507.7%
FAST vs XME
+401.9%
+105.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | +1.3% | +3.6% | -2.3% | 0.0% |
| 30D | -4.7% | +3.6% | -8.4% | -6.1% |
| 3M | +7.9% | +1.2% | +6.7% | +6.8% |
| 6M | +7.4% | +9.0% | -1.6% | +2.8% |
| YTD | +25.1% | +15.9% | +9.2% | +16.4% |
| 1Y | +4.7% | +43.2% | -38.5% | -10.8% |
| 3Y | +94.7% | +137.4% | -42.7% | +33.9% |
| 5Y | +106.8% | +185.0% | -78.3% | +27.3% |
| 10Y | +507.7% | +409.5% | +98.2% | +148.7% |
| All | +507.7% | +401.9% | +105.7% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling