+92.6%
FAST vs NI
+71.3%
+21.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | -0.8% | -3.5% | +2.8% | 0.0% |
| 3M | +5.8% | -9.1% | +14.9% | +8.0% |
| 6M | +8.0% | -11.8% | +19.8% | +11.0% |
| YTD | +25.6% | +1.1% | +24.5% | +25.7% |
| 1Y | +0.8% | +6.7% | -5.9% | -0.2% |
| All | +92.6% | +71.3% | +21.3% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling