+213.2%
RSP vs FAST
+545.6%
-332.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.7% | +4.8% | -4.1% | -1.3% |
| 30D | +3.7% | +8.6% | -4.9% | 0.0% |
| 3M | +0.7% | +5.7% | -5.0% | -1.9% |
| 6M | +9.0% | +25.5% | -16.4% | -1.6% |
| YTD | +16.7% | +39.6% | -22.9% | -0.3% |
| 1Y | +19.0% | +35.5% | -16.5% | +3.0% |
| 3Y | +64.7% | +96.2% | -31.5% | +17.8% |
| 5Y | +49.6% | +110.2% | -60.6% | +1.9% |
| 10Y | +213.2% | +531.8% | -318.7% | +41.1% |
| All | +213.2% | +545.6% | -332.5% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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