-2.8%
RGTI vs FAST
+143.2%
-146.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.2% | -6.5% |
| 7D | -18.1% | +4.2% | -22.3% | -19.9% |
| 30D | -17.6% | +6.7% | -24.3% | -20.8% |
| 3M | -48.3% | +8.0% | -56.4% | -50.8% |
| 6M | -47.8% | +27.4% | -75.2% | -55.3% |
| YTD | -56.6% | +40.5% | -97.1% | -65.5% |
| 1Y | -61.8% | +38.4% | -100.2% | -69.3% |
| 3Y | +807.5% | +98.7% | +708.9% | +454.3% |
| 5Y | -8.8% | +106.7% | -115.5% | -51.0% |
| All | -2.8% | +143.2% | -146.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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