+23.2%
XBI vs FAST
+108.2%
-85.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | +2.9% | -4.7% | +7.6% | +5.0% |
| 3M | +26.2% | +7.9% | +18.3% | +21.7% |
| 6M | +30.7% | +7.4% | +23.3% | +25.8% |
| YTD | +32.9% | +25.1% | +7.9% | +18.5% |
| 1Y | +72.3% | +4.7% | +67.6% | +66.6% |
| 3Y | +107.2% | +94.7% | +12.5% | +40.0% |
| 5Y | +23.2% | +106.8% | -83.6% | -23.3% |
| All | +23.2% | +108.2% | -85.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling