+109.3%
FAST vs RRX
+15.1%
+94.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.9% | -3.9% | +1.5% |
| 7D | +3.8% | +12.3% | -8.5% | +0.9% |
| 30D | +8.1% | +9.5% | -1.5% | +5.4% |
| 3M | +5.8% | +1.8% | +4.0% | +4.8% |
| 6M | +24.9% | -15.3% | +40.2% | +27.4% |
| YTD | +38.9% | +29.6% | +9.3% | +25.5% |
| 1Y | +36.5% | +34.1% | +2.4% | +21.8% |
| 3Y | +98.1% | +74.0% | +24.1% | +55.0% |
| 5Y | +109.3% | +14.7% | +94.6% | +84.0% |
| All | +109.3% | +15.1% | +94.2% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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