+106.8%
FAST vs RSG
+91.5%
+15.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.7% |
| 30D | -4.7% | +3.3% | -8.0% | -6.3% |
| 3M | +7.9% | +8.5% | -0.5% | +3.2% |
| 6M | +7.4% | -3.5% | +11.0% | +9.1% |
| YTD | +25.1% | +5.5% | +19.6% | +20.8% |
| 1Y | +4.7% | -1.7% | +6.4% | +5.0% |
| 3Y | +94.7% | +56.9% | +37.8% | +46.3% |
| 5Y | +106.8% | +89.4% | +17.4% | +35.1% |
| All | +106.8% | +91.5% | +15.2% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling