+273.8%
RTX vs FAST
+606.6%
-332.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.4% |
| 7D | -3.2% | +3.8% | -7.0% | -4.7% |
| 30D | +5.6% | +8.1% | -2.5% | +2.3% |
| 3M | -11.7% | +5.8% | -17.5% | -13.7% |
| 6M | +12.3% | +24.9% | -12.5% | +2.4% |
| YTD | +8.2% | +38.9% | -30.7% | -6.3% |
| 1Y | +12.6% | +36.5% | -23.9% | -1.9% |
| 3Y | +152.8% | +98.1% | +54.7% | +82.4% |
| 5Y | +140.2% | +109.3% | +30.9% | +65.5% |
| 10Y | +273.8% | +547.9% | -274.1% | +62.1% |
| All | +273.8% | +606.6% | -332.8% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling