+110.2%
FAST vs RVTY
-7.6%
+117.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +4.8% | -2.7% | +7.5% | +5.4% |
| 30D | +8.6% | +3.2% | +5.4% | +7.5% |
| 3M | +5.7% | +37.2% | -31.5% | -2.9% |
| 6M | +25.5% | +57.7% | -32.2% | +10.8% |
| YTD | +39.6% | +64.8% | -25.2% | +21.0% |
| 1Y | +35.5% | +72.8% | -37.3% | +15.7% |
| 3Y | +96.2% | +89.8% | +6.4% | +57.9% |
| 5Y | +110.2% | -8.4% | +118.6% | +113.4% |
| All | +110.2% | -7.6% | +117.8% | +113.4% |
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