+109.3%
FAST vs XRT
-1.2%
+110.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.4% |
| 7D | +3.8% | +2.5% | +1.4% | +2.6% |
| 30D | +8.1% | +10.3% | -2.3% | +3.2% |
| 3M | +5.8% | +2.4% | +3.4% | +4.4% |
| 6M | +24.9% | +10.0% | +14.9% | +19.1% |
| YTD | +38.9% | +9.5% | +29.4% | +32.9% |
| 1Y | +36.5% | +17.2% | +19.3% | +26.7% |
| 3Y | +98.1% | +62.0% | +36.2% | +56.3% |
| 5Y | +109.3% | -2.1% | +111.4% | +100.6% |
| All | +109.3% | -1.2% | +110.5% | +100.6% |
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