+111.1%
FAST vs RRC
+135.4%
-24.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +4.3% | -0.5% | +4.7% | +4.3% |
| 30D | +8.3% | +25.2% | -16.9% | +5.8% |
| 3M | +6.5% | +27.8% | -21.3% | +3.8% |
| 6M | +29.5% | +27.2% | +2.3% | +26.1% |
| YTD | +41.3% | +48.2% | -6.9% | +35.2% |
| 1Y | +37.4% | +34.7% | +2.7% | +32.7% |
| 3Y | +98.5% | +62.2% | +36.3% | +85.9% |
| 5Y | +111.1% | +130.9% | -19.8% | +97.1% |
| All | +111.1% | +135.4% | -24.3% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling