+278.0%
RTX vs FAST
+492.5%
-214.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -9.4% | -0.8% | -8.6% | -9.1% |
| 3M | +12.3% | +5.8% | +6.5% | +9.6% |
| 6M | -3.1% | +8.0% | -11.1% | -6.6% |
| YTD | +10.7% | +25.6% | -15.0% | -0.1% |
| 1Y | +28.4% | +0.8% | +27.6% | +26.5% |
| 3Y | +147.1% | +86.1% | +61.0% | +82.5% |
| 5Y | +167.2% | +100.2% | +67.0% | +86.9% |
| All | +278.0% | +492.5% | -214.6% | +74.0% |
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 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