+213.4%
RSP vs FAST
+586.8%
-373.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -1.0% | +2.1% | -3.1% | -1.9% |
| 30D | +2.6% | +6.9% | -4.3% | -0.4% |
| 3M | -0.8% | +4.8% | -5.6% | -3.0% |
| 6M | +6.3% | +19.8% | -13.5% | -2.1% |
| YTD | +14.1% | +34.9% | -20.8% | -0.9% |
| 1Y | +18.0% | +32.8% | -14.8% | +3.1% |
| 3Y | +61.0% | +93.7% | -32.7% | +16.0% |
| 5Y | +45.6% | +105.3% | -59.7% | +0.4% |
| All | +213.4% | +586.8% | -373.4% | +42.9% |
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