+48.4%
RSP vs FAST
+106.5%
-58.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +2.4% | +4.2% | -1.8% | +0.7% |
| 30D | +4.3% | +6.7% | -2.4% | +1.6% |
| 3M | -0.3% | +8.0% | -8.4% | -3.5% |
| 6M | +9.8% | +27.4% | -17.6% | -0.8% |
| YTD | +16.8% | +40.5% | -23.7% | +0.3% |
| 1Y | +19.5% | +38.4% | -18.9% | +3.3% |
| 3Y | +65.1% | +98.7% | -33.5% | +17.2% |
| All | +48.4% | +106.5% | -58.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling