+69,298.0%
FAST vs RGEN
+1,576.0%
+67,722.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | -0.4% | -4.9% | +4.6% | -0.1% |
| 30D | -0.8% | +5.7% | -6.5% | -1.1% |
| 3M | +5.8% | +32.4% | -26.7% | +4.2% |
| 6M | +8.0% | +33.2% | -25.2% | +6.2% |
| YTD | +25.6% | +2.3% | +23.3% | +25.1% |
| 1Y | +0.8% | +39.0% | -38.2% | -1.2% |
| 3Y | +86.1% | -4.6% | +90.7% | +83.8% |
| 5Y | +100.2% | -42.7% | +142.9% | +100.3% |
| 10Y | +494.2% | +433.6% | +60.6% | +438.5% |
| All | +69,298.0% | +1,576.0% | +67,722.0% | +49,537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling