+93.7%
FAST vs RVMD
+793.5%
-699.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -8.1% | +0.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +6.9% | -4.3% | +11.2% | +6.9% |
| 3M | +4.8% | -2.8% | +7.6% | +4.9% |
| 6M | +19.8% | +27.3% | -7.5% | +19.4% |
| YTD | +34.9% | +141.4% | -106.5% | +31.4% |
| 1Y | +32.8% | +213.3% | -180.5% | +26.3% |
| 3Y | +93.7% | +792.7% | -698.9% | +68.9% |
| All | +93.7% | +793.5% | -699.7% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling