+537.5%
FAST vs XLRE
+112.9%
+424.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +8.6% | +6.0% | +2.5% | +4.7% |
| 3M | +6.9% | +0.5% | +6.4% | +6.4% |
| 6M | +29.6% | +1.2% | +28.4% | +28.3% |
| YTD | +41.4% | +12.6% | +28.8% | +31.0% |
| 1Y | +38.5% | +11.0% | +27.5% | +29.5% |
| 3Y | +98.7% | +43.0% | +55.8% | +56.5% |
| 5Y | +108.0% | +9.1% | +98.9% | +92.9% |
| All | +537.5% | +112.9% | +424.6% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling