+105.3%
FAST vs RJF
+81.1%
+24.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +4.2% | +3.6% | +0.6% | +2.9% |
| 30D | +6.7% | +7.2% | -0.6% | +4.1% |
| 3M | +8.0% | -6.5% | +14.5% | +10.4% |
| 6M | +27.4% | +10.3% | +17.1% | +22.5% |
| YTD | +40.5% | +6.5% | +34.0% | +36.1% |
| 1Y | +38.4% | +6.1% | +32.2% | +34.1% |
| 3Y | +98.7% | +74.9% | +23.8% | +59.4% |
| All | +105.3% | +81.1% | +24.2% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling