+243.4%
FAST vs RVMD
+540.6%
-297.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.5% |
| 7D | +4.3% | -9.5% | +13.8% | +4.8% |
| 30D | +8.3% | -6.8% | +15.1% | +8.6% |
| 3M | +6.5% | -12.1% | +18.6% | +7.1% |
| 6M | +29.5% | +25.4% | +4.2% | +27.5% |
| YTD | +41.3% | +126.9% | -85.6% | +32.3% |
| 1Y | +37.4% | +182.0% | -144.6% | +26.5% |
| 3Y | +98.5% | +816.8% | -718.3% | +64.9% |
| 5Y | +111.1% | +464.0% | -352.9% | +73.3% |
| All | +243.4% | +540.6% | -297.2% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling