+11.3%
RTX vs FAST
+36.2%
-24.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.8% |
| 7D | -3.2% | +3.8% | -7.0% | -4.2% |
| 30D | +5.6% | +8.1% | -2.5% | +3.5% |
| 3M | -11.7% | +5.8% | -17.5% | -13.1% |
| 6M | +12.3% | +24.9% | -12.5% | +6.7% |
| YTD | +8.2% | +38.9% | -30.7% | -1.5% |
| All | +11.3% | +36.2% | -24.9% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling