+98.7%
FAST vs XRT
+58.7%
+40.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +4.2% | +1.7% | +2.4% | +3.4% |
| 30D | +6.7% | +7.5% | -0.8% | +3.2% |
| 3M | +8.0% | +2.2% | +5.9% | +6.8% |
| 6M | +27.4% | +14.7% | +12.8% | +19.5% |
| YTD | +40.5% | +7.5% | +33.0% | +35.7% |
| 1Y | +38.4% | +14.1% | +24.2% | +30.4% |
| 3Y | +98.7% | +58.8% | +39.9% | +71.5% |
| All | +98.7% | +58.7% | +40.0% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling