+547.9%
FAST vs NOC
+158.6%
+389.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.1% |
| 7D | +3.8% | -2.9% | +6.8% | +4.8% |
| 30D | +8.1% | +12.1% | -4.1% | +4.0% |
| 3M | +5.8% | -5.3% | +11.1% | +7.4% |
| 6M | +24.9% | -1.0% | +25.9% | +24.5% |
| YTD | +38.9% | -4.3% | +43.2% | +38.8% |
| 1Y | +36.5% | -3.6% | +40.1% | +35.9% |
| 3Y | +98.1% | +22.9% | +75.2% | +77.2% |
| 5Y | +109.3% | +60.4% | +48.9% | +62.1% |
| 10Y | +547.9% | +161.3% | +386.7% | +296.3% |
| All | +547.9% | +158.6% | +389.3% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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