+9,806.7%
RTX vs FAST
+76,149.7%
-66,343.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -3.8% | +0.7% | -4.4% | -4.0% |
| 30D | +4.7% | +4.6% | 0.0% | +3.4% |
| 3M | -13.4% | +6.4% | -19.8% | -14.9% |
| 6M | +11.8% | +20.6% | -8.8% | +5.9% |
| YTD | +5.8% | +34.7% | -28.9% | -3.2% |
| 1Y | +11.9% | +29.7% | -17.7% | +3.4% |
| 3Y | +146.3% | +89.9% | +56.3% | +101.9% |
| 5Y | +134.3% | +105.0% | +29.3% | +86.2% |
| 10Y | +277.9% | +594.2% | -316.3% | +113.5% |
| All | +9,806.7% | +76,149.7% | -66,343.1% | +2,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling