+575.3%
FAST vs XME
+300.2%
+275.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.9% |
| 7D | +2.1% | -4.5% | +6.5% | +3.5% |
| 30D | +6.9% | -10.9% | +17.7% | +10.7% |
| 3M | +4.8% | -15.3% | +20.1% | +10.0% |
| 6M | +19.8% | -24.6% | +44.4% | +29.6% |
| YTD | +34.9% | -9.6% | +44.5% | +35.8% |
| 1Y | +32.8% | +2.9% | +29.9% | +27.3% |
| 3Y | +93.7% | +86.9% | +6.8% | +44.0% |
| 5Y | +105.3% | +115.2% | -9.9% | +39.3% |
| All | +575.3% | +300.2% | +275.1% | +199.8% |
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