+98.7%
FAST vs RRC
+60.0%
+38.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | +4.2% | +6.4% | -2.2% | +3.7% |
| 30D | +6.7% | +23.9% | -17.2% | +4.7% |
| 3M | +8.0% | +30.2% | -22.1% | +5.6% |
| 6M | +27.4% | +26.3% | +1.2% | +24.7% |
| YTD | +40.5% | +48.1% | -7.6% | +35.1% |
| 1Y | +38.4% | +37.7% | +0.7% | +33.9% |
| 3Y | +98.7% | +60.3% | +38.4% | +85.6% |
| All | +98.7% | +60.0% | +38.7% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling