+215.7%
RSP vs FAST
+541.5%
-325.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -0.3% | +4.3% | -4.6% | -2.1% |
| 30D | +4.4% | +8.3% | -3.9% | +0.8% |
| 3M | +1.3% | +6.5% | -5.2% | -1.6% |
| 6M | +10.0% | +29.5% | -19.5% | -2.1% |
| YTD | +17.6% | +41.3% | -23.6% | 0.0% |
| 1Y | +19.2% | +37.4% | -18.2% | +2.6% |
| 3Y | +66.0% | +98.5% | -32.5% | +18.2% |
| 5Y | +50.4% | +111.1% | -60.7% | +2.3% |
| 10Y | +215.7% | +548.6% | -332.9% | +40.0% |
| All | +215.7% | +541.5% | -325.8% | +40.0% |
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