+907.0%
XBI vs FAST
+1,728.8%
-821.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -1.8% | +4.3% | -6.0% | -3.5% |
| 30D | +3.2% | +8.3% | -5.1% | -0.3% |
| 3M | -1.1% | +6.5% | -7.6% | -4.0% |
| 6M | +16.1% | +29.5% | -13.4% | +3.2% |
| YTD | +28.3% | +41.3% | -12.9% | +8.9% |
| 1Y | +37.7% | +37.4% | +0.3% | +18.2% |
| 3Y | +134.9% | +98.5% | +36.4% | +68.2% |
| 5Y | +24.5% | +111.1% | -86.6% | -14.1% |
| 10Y | +139.4% | +548.6% | -409.2% | -2.1% |
| All | +907.0% | +1,728.8% | -821.8% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling