+237.7%
FAST vs RVMD
+609.5%
-371.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.7% |
| 7D | +3.8% | +6.4% | -2.5% | +3.4% |
| 30D | +8.1% | +5.5% | +2.6% | +7.6% |
| 3M | +5.8% | -2.4% | +8.2% | +5.8% |
| 6M | +24.9% | +41.1% | -16.3% | +22.1% |
| YTD | +38.9% | +151.3% | -112.4% | +29.4% |
| 1Y | +36.5% | +228.1% | -191.6% | +24.4% |
| 3Y | +98.1% | +899.8% | -801.6% | +63.8% |
| 5Y | +109.3% | +514.0% | -404.6% | +71.0% |
| All | +237.7% | +609.5% | -371.8% | +162.7% |
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 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