+106.8%
FAST vs RNG
-70.8%
+177.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | 0.0% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | -4.7% | +11.4% | -16.1% | -5.9% |
| 3M | +7.9% | +72.1% | -64.2% | +1.4% |
| 6M | +7.4% | +67.9% | -60.5% | +0.4% |
| YTD | +25.1% | +144.3% | -119.3% | +10.5% |
| 1Y | +4.7% | +117.5% | -112.8% | -6.4% |
| 3Y | +94.7% | +123.9% | -29.2% | +68.5% |
| 5Y | +106.8% | -70.1% | +176.9% | +102.7% |
| All | +106.8% | -70.8% | +177.5% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling