+108.0%
FAST vs RIO
+89.6%
+18.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +8.6% | -10.5% | +19.1% | +10.6% |
| 3M | +6.9% | -15.9% | +22.8% | +10.1% |
| 6M | +29.6% | -22.3% | +51.9% | +35.1% |
| YTD | +41.4% | +9.3% | +32.1% | +37.6% |
| 1Y | +38.5% | +23.0% | +15.5% | +31.7% |
| 3Y | +98.7% | +52.1% | +46.7% | +79.3% |
| 5Y | +108.0% | +88.9% | +19.2% | +77.1% |
| All | +108.0% | +89.6% | +18.5% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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