+575.3%
FAST vs RIG
-46.9%
+622.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.1% |
| 7D | +2.1% | -24.5% | +26.6% | +4.5% |
| 30D | +6.9% | -2.8% | +9.7% | +6.9% |
| 3M | +4.8% | +1.6% | +3.3% | +4.2% |
| 6M | +19.8% | -15.9% | +35.7% | +20.8% |
| YTD | +34.9% | +26.9% | +8.0% | +30.4% |
| 1Y | +32.8% | +34.4% | -1.6% | +27.5% |
| 3Y | +93.7% | -21.2% | +115.0% | +90.3% |
| 5Y | +105.3% | +46.4% | +58.9% | +82.5% |
| All | +575.3% | -46.9% | +622.2% | +470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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