+74,417.0%
FAST vs RVTY
+2,899.1%
+71,517.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.6% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +6.9% | +1.0% | +5.9% | +6.2% |
| 3M | +4.8% | +35.8% | -31.0% | -4.4% |
| 6M | +19.8% | +56.7% | -36.9% | +4.5% |
| YTD | +34.9% | +60.7% | -25.8% | +16.0% |
| 1Y | +32.8% | +73.7% | -40.9% | +11.6% |
| 3Y | +93.7% | +82.8% | +11.0% | +56.4% |
| 5Y | +105.3% | -7.0% | +112.3% | +95.8% |
| 10Y | +595.4% | +212.3% | +383.1% | +367.7% |
| All | +74,417.0% | +2,899.1% | +71,517.9% | +24,204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling