+74,417.0%
FAST vs NI
+5,476.3%
+68,940.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.5% |
| 30D | +6.9% | +9.6% | -2.8% | +3.0% |
| 3M | +4.8% | +2.5% | +2.4% | +3.7% |
| 6M | +19.8% | -5.8% | +25.6% | +22.2% |
| YTD | +34.9% | +8.6% | +26.3% | +30.1% |
| 1Y | +32.8% | +6.0% | +26.8% | +29.2% |
| 3Y | +93.7% | +91.0% | +2.7% | +47.2% |
| 5Y | +105.3% | +104.8% | +0.5% | +50.2% |
| 10Y | +595.4% | +176.7% | +418.7% | +331.9% |
| All | +74,417.0% | +5,476.3% | +68,940.7% | +15,658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling