+537.5%
FAST vs NI
+196.3%
+341.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.0% | +3.1% | +1.9% | +3.8% |
| 30D | +8.6% | +11.2% | -2.6% | +4.3% |
| 3M | +6.9% | +9.8% | -2.9% | +3.1% |
| 6M | +29.6% | -1.6% | +31.2% | +30.1% |
| YTD | +41.4% | +12.6% | +28.8% | +34.8% |
| 1Y | +38.5% | +7.8% | +30.7% | +34.1% |
| 3Y | +98.7% | +100.5% | -1.8% | +49.4% |
| 5Y | +108.0% | +114.4% | -6.4% | +51.1% |
| All | +537.5% | +196.3% | +341.2% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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