+61.0%
RSP vs FAST
+91.8%
-30.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -1.0% | +2.1% | -3.1% | -1.6% |
| 30D | +2.6% | +6.9% | -4.3% | +0.5% |
| 3M | -0.8% | +4.8% | -5.6% | -2.3% |
| 6M | +6.3% | +19.8% | -13.5% | +0.1% |
| YTD | +14.1% | +34.9% | -20.8% | +2.6% |
| 1Y | +18.0% | +32.8% | -14.8% | +6.6% |
| 3Y | +61.0% | +93.7% | -32.7% | +26.2% |
| All | +61.0% | +91.8% | -30.8% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling