+107.2%
FAST vs RRC
+156.2%
-49.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | +5.8% | +4.0% | +1.7% | +5.3% |
| 6M | +8.0% | +1.6% | +6.4% | +7.6% |
| YTD | +25.6% | +19.7% | +5.9% | +23.1% |
| 1Y | +0.8% | +21.4% | -20.6% | -1.6% |
| 3Y | +86.1% | +29.7% | +56.4% | +78.6% |
| All | +107.2% | +156.2% | -49.1% | +82.6% |
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 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