+100.0%
FAST vs XLRE
+44.1%
+55.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| 3M | +6.9% | +0.5% | +6.4% | +6.5% |
| 6M | +29.6% | +1.2% | +28.4% | +28.6% |
| YTD | +41.4% | +12.6% | +28.8% | +32.8% |
| 1Y | +38.5% | +11.0% | +27.5% | +31.0% |
| All | +100.0% | +44.1% | +55.9% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling