+547.9%
FAST vs XME
+294.4%
+253.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.5% | +1.2% |
| 7D | +3.8% | +0.9% | +2.9% | +3.4% |
| 30D | +8.1% | -7.3% | +15.4% | +10.4% |
| 3M | +5.8% | -14.8% | +20.6% | +10.8% |
| 6M | +24.9% | -18.4% | +43.2% | +31.5% |
| YTD | +38.9% | -4.7% | +43.6% | +37.4% |
| 1Y | +36.5% | +5.7% | +30.8% | +29.9% |
| 3Y | +98.1% | +104.0% | -5.8% | +43.4% |
| 5Y | +109.3% | +122.4% | -13.1% | +41.4% |
| 10Y | +547.9% | +285.4% | +262.6% | +209.7% |
| All | +547.9% | +294.4% | +253.6% | +209.7% |
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