+496.4%
FAST vs RNG
+320.7%
+175.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.5% |
| 7D | +2.1% | -11.3% | +13.4% | +3.5% |
| 30D | +6.9% | -5.7% | +12.6% | +7.4% |
| 3M | +4.8% | +16.8% | -11.9% | +2.5% |
| 6M | +19.8% | +58.5% | -38.7% | +11.9% |
| YTD | +34.9% | +151.3% | -116.4% | +16.8% |
| 1Y | +32.8% | +169.0% | -136.2% | +13.8% |
| 3Y | +93.7% | +156.9% | -63.2% | +62.4% |
| 5Y | +105.3% | -69.0% | +174.3% | +113.2% |
| 10Y | +595.4% | +262.0% | +333.4% | +392.7% |
| All | +496.4% | +320.7% | +175.6% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling