+93.7%
FAST vs RNG
+154.7%
-60.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.4% |
| 7D | +2.1% | -11.3% | +13.4% | +2.9% |
| 30D | +6.9% | -5.7% | +12.6% | +7.2% |
| 3M | +4.8% | +16.8% | -11.9% | +3.3% |
| 6M | +19.8% | +58.5% | -38.7% | +14.9% |
| YTD | +34.9% | +151.3% | -116.4% | +22.3% |
| 1Y | +32.8% | +169.0% | -136.2% | +19.2% |
| 3Y | +93.7% | +156.9% | -63.2% | +72.6% |
| All | +93.7% | +154.7% | -60.9% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling