+94.7%
FAST vs RSG
+55.3%
+39.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -4.7% | +3.3% | -8.0% | -6.0% |
| 3M | +7.9% | +8.5% | -0.5% | +4.3% |
| 6M | +7.4% | -3.5% | +11.0% | +9.0% |
| YTD | +25.1% | +5.5% | +19.6% | +21.7% |
| 1Y | +4.7% | -1.7% | +6.4% | +5.1% |
| 3Y | +94.7% | +56.9% | +37.8% | +68.3% |
| All | +94.7% | +55.3% | +39.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling