+650.7%
RGTI vs FAST
+92.3%
+558.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +2.5% | +1.8% | +0.7% | +1.5% |
| 30D | -13.7% | -6.4% | -7.2% | -10.5% |
| 3M | -22.6% | +5.3% | -27.9% | -25.0% |
| 6M | -13.4% | +5.4% | -18.8% | -17.0% |
| YTD | -31.2% | +23.6% | -54.8% | -40.8% |
| 1Y | -7.6% | +4.1% | -11.7% | -11.3% |
| All | +650.7% | +92.3% | +558.5% | +302.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling