+22.8%
XBI vs FAST
+110.9%
-88.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.8% |
| 7D | +3.2% | +3.8% | -0.7% | +1.6% |
| 30D | +2.0% | +8.1% | -6.0% | -1.3% |
| 3M | -0.3% | +5.8% | -6.1% | -2.8% |
| 6M | +16.6% | +24.9% | -8.3% | +5.4% |
| YTD | +28.8% | +38.9% | -10.1% | +9.6% |
| 1Y | +44.6% | +36.5% | +8.1% | +24.1% |
| 3Y | +137.1% | +98.1% | +39.0% | +61.2% |
| 5Y | +22.8% | +109.3% | -86.6% | -26.7% |
| All | +22.8% | +110.9% | -88.1% | -26.7% |
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 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