+57.0%
RGTI vs FAST
+103.5%
-46.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +2.5% | +1.8% | +0.7% | +1.4% |
| 30D | -13.7% | -6.4% | -7.2% | -10.1% |
| 3M | -22.6% | +5.3% | -27.9% | -25.4% |
| 6M | -13.4% | +5.4% | -18.8% | -17.4% |
| YTD | -31.2% | +23.6% | -54.8% | -41.2% |
| 1Y | -7.6% | +4.1% | -11.7% | -12.1% |
| 3Y | +669.7% | +92.4% | +577.3% | +364.4% |
| 5Y | +57.0% | +106.1% | -49.1% | -12.2% |
| All | +57.0% | +103.5% | -46.5% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling