+267.0%
RTX vs FAST
+586.8%
-319.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.1% | +2.1% | -7.2% | -5.9% |
| 30D | +5.1% | +6.9% | -1.7% | +2.4% |
| 3M | -14.8% | +4.8% | -19.7% | -16.5% |
| 6M | +8.0% | +19.8% | -11.7% | +0.2% |
| YTD | +4.5% | +34.9% | -30.4% | -8.4% |
| 1Y | +9.8% | +32.8% | -22.9% | -3.1% |
| 3Y | +144.2% | +93.7% | +50.4% | +78.0% |
| 5Y | +131.4% | +105.3% | +26.1% | +60.8% |
| All | +267.0% | +586.8% | -319.8% | +63.3% |
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 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