+31.6%
FAST vs RRC
+44.7%
-13.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +1.7% |
| 7D | +3.4% | -6.8% | +10.2% | +3.6% |
| 30D | +5.5% | +34.7% | -29.2% | +4.2% |
| 3M | +7.6% | +31.5% | -23.9% | +6.2% |
| 6M | +19.8% | +21.8% | -2.0% | +18.3% |
| YTD | +35.5% | +48.9% | -13.4% | +31.7% |
| 1Y | +31.6% | +42.1% | -10.5% | +28.9% |
| All | +31.6% | +44.7% | -13.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling