+34.8%
FAST vs XRT
+16.2%
+18.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.2% |
| 7D | +3.8% | +2.5% | +1.4% | +2.5% |
| 30D | +8.1% | +10.3% | -2.3% | +2.7% |
| 3M | +5.8% | +2.4% | +3.4% | +4.8% |
| 6M | +24.9% | +10.0% | +14.9% | +18.1% |
| YTD | +38.9% | +9.5% | +29.4% | +33.0% |
| All | +34.8% | +16.2% | +18.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling