+31.6%
FAST vs RNG
+179.4%
-147.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +3.4% | -9.6% | +13.0% | +3.5% |
| 30D | +5.5% | -1.4% | +6.9% | +5.5% |
| 3M | +7.6% | +28.8% | -21.2% | +7.1% |
| 6M | +19.8% | +65.6% | -45.8% | +18.9% |
| YTD | +35.5% | +171.4% | -135.9% | +31.9% |
| 1Y | +31.6% | +185.3% | -153.7% | +25.1% |
| All | +31.6% | +179.4% | -147.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling