+524.8%
FAST vs XLRE
+87.4%
+437.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -0.4% | -2.7% | +2.3% | +1.2% |
| 30D | -6.4% | -2.3% | -4.1% | -5.1% |
| 3M | +7.1% | -3.5% | +10.5% | +9.2% |
| 6M | +7.0% | +1.9% | +5.1% | +5.6% |
| YTD | +24.1% | +8.3% | +15.8% | +18.0% |
| 1Y | +4.4% | +6.4% | -2.0% | +0.2% |
| 3Y | +93.2% | +30.2% | +63.0% | +61.4% |
| 5Y | +106.4% | +8.6% | +97.7% | +92.1% |
| All | +524.8% | +87.4% | +437.3% | +331.8% |
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