+105.0%
FAST vs RCAT
+25.6%
+79.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.9% | +14.3% | -0.2% |
| 7D | +0.7% | -32.6% | +33.2% | +1.6% |
| 30D | +4.6% | -46.3% | +50.9% | +6.1% |
| 3M | +6.4% | -60.7% | +67.0% | +8.6% |
| 6M | +20.6% | -67.4% | +87.9% | +23.2% |
| YTD | +34.7% | -57.1% | +91.7% | +35.9% |
| 1Y | +29.7% | -63.8% | +93.4% | +31.2% |
| 3Y | +89.9% | +268.1% | -178.2% | +73.5% |
| 5Y | +105.0% | +25.2% | +79.8% | +95.6% |
| All | +105.0% | +25.6% | +79.3% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling