+93.7%
FAST vs RGEN
+15.5%
+78.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +6.9% | +3.7% | +3.1% | +6.3% |
| 3M | +4.8% | +8.8% | -4.0% | +3.5% |
| 6M | +19.8% | +38.0% | -18.2% | +14.7% |
| YTD | +34.9% | +5.9% | +29.0% | +32.7% |
| 1Y | +32.8% | +19.7% | +13.1% | +28.8% |
| 3Y | +93.7% | +20.5% | +73.2% | +84.5% |
| All | +93.7% | +15.5% | +78.3% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling