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  • FAST vs RF✓SelectedUSD · RFFAST vs RF performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs RF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69,298.0%
RF return
+1,537.4%
Excess return
+67,760.6%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRFExcessAlpha
1D+0.8%-0.1%+0.8%+0.8%
7D-0.4%+1.3%-1.7%-0.7%
30D-0.8%-3.6%+2.8%+0.1%
3M+5.8%+8.1%-2.3%+3.6%
6M+8.0%+11.5%-3.5%+4.9%
YTD+25.6%+15.6%+10.1%+20.9%
1Y+0.8%+15.7%-14.9%-3.1%
3Y+86.1%+86.9%-0.8%+56.4%
5Y+100.2%+89.8%+10.4%+64.5%
10Y+494.2%+344.7%+149.5%+274.6%
All+69,298.0%+1,537.4%+67,760.6%+22,301.5%

Cumulative growth

Daily Returns

Daily percentage return beside RF.

Daily Out/Under-Performance

Portfolio return minus RF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RF 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 RF 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