+107.2%
FAST vs RVTY
-30.5%
+137.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | -0.8% | +13.2% | -14.0% | -3.9% |
| 3M | +5.8% | +27.2% | -21.5% | -1.0% |
| 6M | +8.0% | +32.4% | -24.4% | -0.5% |
| YTD | +25.6% | +34.9% | -9.2% | +14.9% |
| 1Y | +0.8% | +52.4% | -51.6% | -11.3% |
| 3Y | +86.1% | +12.3% | +73.8% | +75.3% |
| All | +107.2% | -30.5% | +137.7% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling