+455.4%
FAST vs RNG
+327.7%
+127.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.6% | +1.2% |
| 7D | -0.4% | +5.8% | -6.1% | -1.1% |
| 30D | -0.8% | +19.6% | -20.4% | -3.0% |
| 3M | +5.8% | +67.0% | -61.3% | -1.2% |
| 6M | +8.0% | +88.4% | -80.4% | -1.5% |
| YTD | +25.6% | +155.5% | -129.9% | +8.9% |
| 1Y | +0.8% | +141.7% | -140.9% | -12.3% |
| 3Y | +86.1% | +131.1% | -45.0% | +58.4% |
| 5Y | +100.2% | -70.6% | +170.8% | +109.7% |
| 10Y | +494.2% | +228.2% | +266.0% | +326.7% |
| All | +455.4% | +327.7% | +127.7% | +284.0% |
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