+1,127.7%
RSP vs FAST
+3,730.0%
-2,602.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -0.3% | -0.8% | +0.4% | -0.1% |
| 3M | +4.3% | +5.8% | -1.5% | +1.5% |
| 6M | +8.8% | +8.0% | +0.8% | +4.5% |
| YTD | +15.3% | +25.6% | -10.4% | +3.3% |
| 1Y | +18.3% | +0.8% | +17.5% | +16.2% |
| 3Y | +52.8% | +86.1% | -33.3% | +12.5% |
| 5Y | +51.7% | +100.2% | -48.5% | +7.0% |
| 10Y | +208.5% | +494.2% | -285.7% | +29.8% |
| All | +1,127.7% | +3,730.0% | -2,602.3% | +125.0% |
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