+575.3%
FAST vs RRC
+59.4%
+515.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | +2.1% | -10.8% | +12.9% | +3.4% |
| 30D | +6.9% | +22.3% | -15.4% | +4.2% |
| 3M | +4.8% | +26.6% | -21.8% | +1.8% |
| 6M | +19.8% | +18.9% | +0.8% | +16.9% |
| YTD | +34.9% | +39.2% | -4.3% | +29.0% |
| 1Y | +32.8% | +34.0% | -1.2% | +27.4% |
| 3Y | +93.7% | +42.0% | +51.7% | +82.4% |
| 5Y | +105.3% | +111.9% | -6.6% | +79.0% |
| All | +575.3% | +59.4% | +515.9% | +425.2% |
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