+107.2%
FAST vs XRT
-1.0%
+108.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -0.8% | -4.2% | +3.4% | +1.1% |
| 3M | +5.8% | +5.1% | +0.7% | +3.3% |
| 6M | +8.0% | +2.4% | +5.6% | +6.5% |
| YTD | +25.6% | +3.2% | +22.4% | +23.7% |
| 1Y | +0.8% | +1.5% | -0.7% | -0.3% |
| 3Y | +86.1% | +40.6% | +45.5% | +56.9% |
| All | +107.2% | -1.0% | +108.2% | +91.8% |
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