+107.2%
FAST vs NI
+95.1%
+12.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.4% | +2.0% | -2.4% | -1.1% |
| 30D | -0.8% | -3.5% | +2.8% | +0.5% |
| 3M | +5.8% | -9.1% | +14.9% | +9.4% |
| 6M | +8.0% | -11.8% | +19.8% | +12.9% |
| YTD | +25.6% | +1.1% | +24.5% | +24.8% |
| 1Y | +0.8% | +6.7% | -5.9% | -2.0% |
| 3Y | +86.1% | +71.1% | +15.0% | +47.4% |
| All | +107.2% | +95.1% | +12.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling