+548.6%
FAST vs RCAT
-99.7%
+648.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +4.3% | +7.2% | -3.0% | +4.3% |
| 30D | +8.3% | -20.4% | +28.7% | +8.4% |
| 3M | +6.5% | -59.8% | +66.2% | +6.8% |
| 6M | +29.5% | -61.9% | +91.4% | +29.8% |
| YTD | +41.3% | -45.9% | +87.2% | +41.3% |
| 1Y | +37.4% | -50.5% | +87.9% | +37.5% |
| 3Y | +98.5% | +387.5% | -289.0% | +96.9% |
| 5Y | +111.1% | +70.9% | +40.2% | +109.5% |
| 10Y | +548.6% | -99.7% | +648.3% | +527.8% |
| All | +548.6% | -99.7% | +648.3% | +527.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling