+4.1%
FAST vs RSG
-1.1%
+5.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -6.4% | +3.7% | -10.1% | -7.5% |
| 3M | +5.3% | +6.2% | -0.8% | +3.4% |
| 6M | +5.4% | -2.8% | +8.2% | +7.0% |
| YTD | +23.6% | +5.9% | +17.7% | +20.1% |
| 1Y | +4.1% | -1.8% | +5.8% | +4.3% |
| All | +4.1% | -1.1% | +5.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling