+29.5%
FAST vs RRX
-14.2%
+43.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +4.3% | +5.4% | -1.1% | +3.9% |
| 30D | +8.3% | +12.0% | -3.7% | +7.6% |
| 3M | +6.5% | +6.1% | +0.3% | +6.0% |
| 6M | +29.5% | -13.2% | +42.7% | +30.4% |
| All | +29.5% | -14.2% | +43.7% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling