+5,806.8%
FAST vs RSG
+2,252.1%
+3,554.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +2.1% | +1.2% | +0.9% | +1.6% |
| 30D | +6.9% | +14.2% | -7.3% | +1.7% |
| 3M | +4.8% | +18.2% | -13.3% | -1.6% |
| 6M | +19.8% | +24.4% | -4.6% | +10.2% |
| YTD | +34.9% | +17.9% | +17.0% | +26.3% |
| 1Y | +32.8% | +22.3% | +10.5% | +22.6% |
| 3Y | +93.7% | +65.1% | +28.6% | +59.7% |
| 5Y | +105.3% | +97.9% | +7.4% | +58.2% |
| 10Y | +595.4% | +464.6% | +130.7% | +276.1% |
| All | +5,806.8% | +2,252.1% | +3,554.6% | +1,994.1% |
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 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