+69,298.0%
FAST vs RRX
+3,904.5%
+65,393.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +3.4% | -3.8% | -1.5% |
| 30D | -0.8% | -11.1% | +10.3% | +3.2% |
| 3M | +5.8% | -23.7% | +29.5% | +13.8% |
| 6M | +8.0% | -22.0% | +30.0% | +13.8% |
| YTD | +25.6% | +16.5% | +9.2% | +14.2% |
| 1Y | +0.8% | +11.5% | -10.7% | -7.8% |
| 3Y | +86.1% | +1.5% | +84.6% | +65.3% |
| 5Y | +100.2% | +18.3% | +81.9% | +63.7% |
| 10Y | +494.2% | +209.8% | +284.4% | +228.2% |
| All | +69,298.0% | +3,904.5% | +65,393.5% | +24,924.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling