+137.1%
XBI vs FAST
+96.6%
+40.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.2% |
| 7D | +3.2% | +3.8% | -0.7% | +2.1% |
| 30D | +2.0% | +8.1% | -6.0% | -0.2% |
| 3M | -0.3% | +5.8% | -6.1% | -2.0% |
| 6M | +16.6% | +24.9% | -8.3% | +8.8% |
| YTD | +28.8% | +38.9% | -10.1% | +15.0% |
| 1Y | +44.6% | +36.5% | +8.1% | +29.9% |
| 3Y | +137.1% | +98.1% | +39.0% | +80.4% |
| All | +137.1% | +96.6% | +40.5% | +80.4% |
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