+547.9%
FAST vs RRC
+63.1%
+484.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +3.0% |
| 7D | +3.8% | -10.3% | +14.2% | +5.1% |
| 30D | +8.1% | +19.5% | -11.4% | +5.7% |
| 3M | +5.8% | +27.9% | -22.1% | +2.6% |
| 6M | +24.9% | +21.2% | +3.7% | +21.6% |
| YTD | +38.9% | +39.6% | -0.6% | +32.9% |
| 1Y | +36.5% | +31.3% | +5.2% | +31.3% |
| 3Y | +98.1% | +51.9% | +46.2% | +85.2% |
| 5Y | +109.3% | +110.2% | -0.9% | +82.9% |
| 10Y | +547.9% | +56.7% | +491.3% | +393.6% |
| All | +547.9% | +63.1% | +484.9% | +393.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling