+105.3%
FAST vs XRT
-5.3%
+110.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.6% |
| 30D | +6.9% | +7.9% | -1.1% | +3.1% |
| 3M | +4.8% | -0.2% | +5.0% | +4.6% |
| 6M | +19.8% | +5.6% | +14.2% | +16.3% |
| YTD | +34.9% | +5.7% | +29.2% | +31.1% |
| 1Y | +32.8% | +14.6% | +18.2% | +24.5% |
| 3Y | +93.7% | +50.7% | +43.1% | +57.8% |
| All | +105.3% | -5.3% | +110.6% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling