+578.9%
FAST vs XLRE
+112.0%
+466.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.4% | -1.2% | +0.9% | +0.4% |
| 30D | -0.8% | -2.8% | +2.0% | +0.8% |
| 3M | +5.8% | -0.2% | +5.9% | +5.7% |
| 6M | +8.0% | +1.9% | +6.0% | +6.6% |
| YTD | +25.6% | +10.6% | +15.1% | +18.1% |
| 1Y | +0.8% | +8.8% | -8.0% | -4.4% |
| 3Y | +86.1% | +31.5% | +54.6% | +55.4% |
| 5Y | +100.2% | +6.6% | +93.6% | +88.8% |
| 10Y | +494.2% | +84.0% | +410.2% | +312.7% |
| All | +578.9% | +112.0% | +466.9% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling