+1,120.4%
RSP vs FAST
+4,005.6%
-2,885.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | +2.1% | +4.6% | -2.5% | +0.1% |
| 3M | -0.9% | +6.4% | -7.3% | -3.8% |
| 6M | +7.5% | +20.6% | -13.1% | -1.4% |
| YTD | +14.6% | +34.7% | -20.1% | -0.5% |
| 1Y | +17.6% | +29.7% | -12.0% | +3.8% |
| 3Y | +60.8% | +89.9% | -29.1% | +17.6% |
| 5Y | +46.1% | +105.0% | -58.8% | +2.0% |
| 10Y | +221.4% | +594.2% | -372.8% | +26.4% |
| All | +1,120.4% | +4,005.6% | -2,885.2% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling