+3,564.4%
FAST vs NDAQ
+2,593.6%
+970.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.1% | +0.8% | +1.2% | +1.8% |
| 30D | +6.9% | +16.5% | -9.6% | +1.7% |
| 3M | +4.8% | +13.5% | -8.7% | +0.5% |
| 6M | +19.8% | +20.9% | -1.2% | +12.1% |
| YTD | +34.9% | +11.4% | +23.5% | +28.6% |
| 1Y | +32.8% | +25.9% | +6.9% | +21.7% |
| 3Y | +93.7% | +119.9% | -26.1% | +47.5% |
| 5Y | +105.3% | +61.7% | +43.6% | +70.7% |
| 10Y | +595.4% | +481.6% | +113.8% | +291.5% |
| All | +3,564.4% | +2,593.6% | +970.8% | +1,435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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