+547.9%
FAST vs RNG
+259.3%
+288.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.9% |
| 7D | +3.8% | -6.2% | +10.1% | +4.6% |
| 30D | +8.1% | -8.0% | +16.1% | +8.9% |
| 3M | +5.8% | +15.7% | -9.9% | +3.5% |
| 6M | +24.9% | +60.3% | -35.5% | +16.5% |
| YTD | +38.9% | +153.8% | -114.9% | +20.1% |
| 1Y | +36.5% | +172.2% | -135.7% | +16.7% |
| 3Y | +98.1% | +174.8% | -76.7% | +64.3% |
| 5Y | +109.3% | -68.6% | +177.9% | +118.3% |
| 10Y | +547.9% | +248.2% | +299.7% | +364.6% |
| All | +547.9% | +259.3% | +288.6% | +364.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling