+19.2%
RSP vs FAST
+37.0%
-17.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -0.3% | +4.3% | -4.6% | -1.4% |
| 30D | +4.4% | +8.3% | -3.9% | +2.3% |
| 3M | +1.3% | +6.5% | -5.2% | -0.4% |
| 6M | +10.0% | +29.5% | -19.5% | +2.7% |
| YTD | +17.6% | +41.3% | -23.6% | +4.4% |
| 1Y | +19.2% | +37.4% | -18.2% | +6.8% |
| All | +19.2% | +37.0% | -17.8% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling