+6,013.0%
FAST vs RSG
+2,259.5%
+3,753.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.8% | +2.0% | +2.8% | +4.0% |
| 30D | +8.6% | +14.2% | -5.6% | +3.3% |
| 3M | +5.7% | +15.8% | -10.1% | 0.0% |
| 6M | +25.5% | +24.6% | +0.9% | +15.3% |
| YTD | +39.6% | +18.2% | +21.4% | +30.5% |
| 1Y | +35.5% | +22.8% | +12.7% | +24.9% |
| 3Y | +96.2% | +62.4% | +33.8% | +62.7% |
| 5Y | +110.2% | +96.0% | +14.2% | +62.5% |
| 10Y | +531.8% | +448.5% | +83.3% | +244.7% |
| All | +6,013.0% | +2,259.5% | +3,753.5% | +2,064.8% |
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