+1,679.4%
FAST vs XME
+169.9%
+1,509.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.1% |
| 7D | +2.1% | -4.5% | +6.5% | +3.8% |
| 30D | +6.9% | -10.9% | +17.7% | +11.3% |
| 3M | +4.8% | -15.3% | +20.1% | +10.9% |
| 6M | +19.8% | -24.6% | +44.4% | +31.2% |
| YTD | +34.9% | -9.6% | +44.5% | +36.2% |
| 1Y | +32.8% | +2.9% | +29.9% | +26.9% |
| 3Y | +93.7% | +86.9% | +6.8% | +40.6% |
| 5Y | +105.3% | +115.2% | -9.9% | +35.2% |
| 10Y | +595.4% | +305.7% | +289.6% | +222.9% |
| All | +1,679.4% | +169.9% | +1,509.5% | +633.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling