+164.0%
XBI vs FAST
+506.2%
-342.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -3.6% | +1.8% | -5.4% | -4.4% |
| 30D | +0.9% | -6.4% | +7.3% | +3.9% |
| 3M | +21.4% | +5.3% | +16.1% | +18.2% |
| 6M | +25.5% | +5.4% | +20.1% | +21.6% |
| YTD | +30.8% | +23.6% | +7.3% | +17.1% |
| 1Y | +68.6% | +4.1% | +64.5% | +62.8% |
| 3Y | +103.9% | +92.4% | +11.6% | +43.2% |
| 5Y | +20.8% | +106.1% | -85.3% | -18.8% |
| 10Y | +164.0% | +524.1% | -360.1% | +1.9% |
| All | +164.0% | +506.2% | -342.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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