+533.3%
FAST vs RGEN
+415.2%
+118.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +4.2% | -3.3% | +7.4% | +4.7% |
| 30D | +6.7% | -5.8% | +12.5% | +7.5% |
| 3M | +8.0% | +0.2% | +7.9% | +7.4% |
| 6M | +27.4% | +56.8% | -29.3% | +17.0% |
| YTD | +40.5% | +2.4% | +38.1% | +37.8% |
| 1Y | +38.4% | +11.4% | +26.9% | +33.7% |
| 3Y | +98.7% | +15.2% | +83.5% | +83.3% |
| 5Y | +106.7% | -35.1% | +141.8% | +102.8% |
| All | +533.3% | +415.2% | +118.2% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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