+1,557.1%
FAST vs XRT
+514.3%
+1,042.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -0.4% | +0.8% | -1.2% | -0.9% |
| 30D | -0.8% | -4.2% | +3.4% | +1.9% |
| 3M | +5.8% | +5.1% | +0.7% | +2.0% |
| 6M | +8.0% | +2.4% | +5.6% | +5.7% |
| YTD | +25.6% | +3.2% | +22.4% | +22.6% |
| 1Y | +0.8% | +1.5% | -0.7% | -1.2% |
| 3Y | +86.1% | +40.6% | +45.5% | +42.5% |
| 5Y | +100.2% | -1.0% | +101.2% | +86.0% |
| 10Y | +494.2% | +128.4% | +365.8% | +163.5% |
| All | +1,557.1% | +514.3% | +1,042.8% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling