+205.4%
FAST vs RVMD
+644.5%
-439.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -0.8% | +6.4% | -7.2% | -1.1% |
| 3M | +5.8% | +34.9% | -29.1% | +3.9% |
| 6M | +8.0% | +107.6% | -99.6% | +2.7% |
| YTD | +25.6% | +163.7% | -138.0% | +16.8% |
| 1Y | +0.8% | +439.2% | -438.4% | -11.6% |
| 3Y | +86.1% | +499.2% | -413.1% | +58.9% |
| 5Y | +100.2% | +621.7% | -521.5% | +61.8% |
| All | +205.4% | +644.5% | -439.1% | +137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling