+124.1%
XBI vs FAST
+541.9%
-417.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -1.1% | +4.2% | -5.2% | -2.8% |
| 30D | +2.6% | +6.7% | -4.1% | -0.4% |
| 3M | -4.0% | +8.0% | -12.1% | -7.4% |
| 6M | +10.9% | +27.4% | -16.5% | -1.0% |
| YTD | +23.6% | +40.5% | -16.9% | +4.6% |
| 1Y | +35.1% | +38.4% | -3.3% | +15.1% |
| 3Y | +125.2% | +98.7% | +26.5% | +58.0% |
| 5Y | +19.7% | +106.7% | -87.0% | -19.0% |
| All | +124.1% | +541.9% | -417.8% | +1.7% |
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