+69,298.0%
FAST vs NI
+5,092.7%
+64,205.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +5.8% | -9.1% | +14.9% | +9.6% |
| 6M | +8.0% | -11.8% | +19.8% | +13.2% |
| YTD | +25.6% | +1.1% | +24.5% | +24.7% |
| 1Y | +0.8% | +6.7% | -5.9% | -2.3% |
| 3Y | +86.1% | +71.1% | +15.0% | +47.2% |
| 5Y | +100.2% | +94.3% | +5.9% | +49.5% |
| 10Y | +494.2% | +135.8% | +358.4% | +293.0% |
| All | +69,298.0% | +5,092.7% | +64,205.4% | +15,007.7% |
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