+132.6%
RTX vs FAST
+103.6%
+29.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -5.1% | +2.1% | -7.2% | -5.7% |
| 30D | +5.1% | +6.9% | -1.7% | +3.1% |
| 3M | -14.8% | +4.8% | -19.7% | -16.1% |
| 6M | +8.0% | +19.8% | -11.7% | +2.2% |
| YTD | +4.5% | +34.9% | -30.4% | -5.3% |
| 1Y | +9.8% | +32.8% | -22.9% | 0.0% |
| 3Y | +144.2% | +93.7% | +50.4% | +90.8% |
| All | +132.6% | +103.6% | +29.0% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling