+98.1%
FAST vs RVTY
+90.0%
+8.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.3% |
| 7D | +3.8% | +6.0% | -2.2% | +2.6% |
| 30D | +8.1% | +4.3% | +3.8% | +7.1% |
| 3M | +5.8% | +40.2% | -34.4% | -1.5% |
| 6M | +24.9% | +59.3% | -34.4% | +12.7% |
| YTD | +38.9% | +66.5% | -27.6% | +23.5% |
| 1Y | +36.5% | +77.5% | -41.0% | +19.5% |
| 3Y | +98.1% | +92.5% | +5.7% | +73.2% |
| All | +98.1% | +90.0% | +8.1% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling