+37.4%
FAST vs XME
+2.7%
+34.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +4.3% | +1.5% | +2.8% | +4.0% |
| 30D | +8.3% | -7.3% | +15.6% | +9.3% |
| 3M | +6.5% | -17.4% | +23.9% | +9.2% |
| 6M | +29.5% | -21.8% | +51.3% | +34.1% |
| YTD | +41.3% | -6.0% | +47.2% | +37.7% |
| 1Y | +37.4% | +3.8% | +33.6% | +30.0% |
| All | +37.4% | +2.7% | +34.7% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling