+507.7%
FAST vs RGEN
+406.9%
+100.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -4.7% | +2.8% | -7.6% | -5.3% |
| 3M | +7.9% | +34.5% | -26.5% | +2.2% |
| 6M | +7.4% | +40.5% | -33.0% | +0.3% |
| YTD | +25.1% | +2.8% | +22.2% | +23.1% |
| 1Y | +4.7% | +39.6% | -34.9% | -2.8% |
| 3Y | +94.7% | +4.4% | +90.3% | +82.4% |
| 5Y | +106.8% | -42.8% | +149.5% | +108.6% |
| 10Y | +507.7% | +406.7% | +101.0% | +259.3% |
| All | +507.7% | +406.9% | +100.8% | +259.3% |
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