+499.9%
FAST vs RVTY
+150.6%
+349.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -0.8% | +13.2% | -14.0% | -4.9% |
| 3M | +5.8% | +27.2% | -21.5% | -2.9% |
| 6M | +8.0% | +32.4% | -24.4% | -2.9% |
| YTD | +25.6% | +34.9% | -9.2% | +11.8% |
| 1Y | +0.8% | +52.4% | -51.6% | -14.7% |
| 3Y | +86.1% | +12.3% | +73.8% | +69.6% |
| 5Y | +100.2% | -30.8% | +131.0% | +117.2% |
| All | +499.9% | +150.6% | +349.2% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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