+90.1%
FAST vs RRC
+31.1%
+59.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.8% | +10.1% | -10.9% | -1.6% |
| 3M | +5.8% | +4.0% | +1.7% | +5.3% |
| 6M | +8.0% | +1.6% | +6.4% | +7.5% |
| YTD | +25.6% | +19.7% | +5.9% | +23.0% |
| 1Y | +0.8% | +21.4% | -20.6% | -1.7% |
| All | +90.1% | +31.1% | +59.0% | +82.4% |
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