+4.7%
FAST vs RVMD
+414.4%
-409.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.5% |
| 7D | +1.3% | -1.2% | +2.5% | +1.2% |
| 30D | -4.7% | +1.1% | -5.8% | -4.6% |
| 3M | +7.9% | +39.6% | -31.7% | +10.4% |
| 6M | +7.4% | +110.7% | -103.3% | +14.4% |
| YTD | +25.1% | +160.3% | -135.2% | +35.3% |
| 1Y | +4.7% | +404.9% | -400.2% | +14.8% |
| All | +4.7% | +414.4% | -409.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling