+548.6%
FAST vs RJF
+334.0%
+214.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +4.3% | -0.9% | +5.2% | +4.7% |
| 30D | +8.3% | +5.3% | +3.0% | +5.9% |
| 3M | +6.5% | -6.8% | +13.3% | +9.4% |
| 6M | +29.5% | +11.4% | +18.1% | +23.0% |
| YTD | +41.3% | +5.5% | +35.7% | +36.4% |
| 1Y | +37.4% | +3.7% | +33.7% | +33.5% |
| 3Y | +98.5% | +73.4% | +25.1% | +52.2% |
| 5Y | +111.1% | +78.3% | +32.8% | +54.6% |
| 10Y | +548.6% | +328.4% | +220.1% | +204.2% |
| All | +548.6% | +334.0% | +214.6% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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