+108.0%
FAST vs XME
+112.8%
-4.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | +5.0% | +5.3% | -0.3% | +3.7% |
| 30D | +8.6% | -8.2% | +16.8% | +10.6% |
| 3M | +6.9% | -18.4% | +25.3% | +11.9% |
| 6M | +29.6% | -22.8% | +52.4% | +37.0% |
| YTD | +41.4% | -7.9% | +49.3% | +41.2% |
| 1Y | +38.5% | -0.9% | +39.4% | +35.3% |
| 3Y | +98.7% | +96.0% | +2.8% | +52.4% |
| 5Y | +108.0% | +110.3% | -2.3% | +59.3% |
| All | +108.0% | +112.8% | -4.7% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling