+5,401.0%
FAST vs RSG
+2,015.2%
+3,385.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.1% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | -0.8% | +7.6% | -8.4% | -3.4% |
| 3M | +5.8% | +7.4% | -1.7% | +2.8% |
| 6M | +8.0% | -3.3% | +11.3% | +8.9% |
| YTD | +25.6% | +6.0% | +19.6% | +22.5% |
| 1Y | +0.8% | -3.7% | +4.5% | +1.7% |
| 3Y | +86.1% | +59.1% | +27.0% | +55.7% |
| 5Y | +100.2% | +89.0% | +11.2% | +57.2% |
| 10Y | +494.2% | +412.5% | +81.7% | +233.8% |
| All | +5,401.0% | +2,015.2% | +3,385.7% | +1,931.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling