+109.3%
XBI vs FAST
+93.0%
+16.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +0.9% | -0.4% | +1.2% | +1.0% |
| 30D | +7.1% | -0.8% | +7.8% | +7.3% |
| 3M | +22.9% | +5.8% | +17.1% | +20.9% |
| 6M | +29.7% | +8.0% | +21.7% | +26.3% |
| YTD | +34.5% | +25.6% | +8.8% | +24.7% |
| 1Y | +76.1% | +0.8% | +75.2% | +75.1% |
| All | +109.3% | +93.0% | +16.3% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling