+32.8%
FAST vs NOC
-6.4%
+39.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -5.8% | +7.9% | +3.0% |
| 30D | +6.9% | +10.9% | -4.0% | +5.2% |
| 3M | +4.8% | -7.1% | +11.9% | +5.7% |
| 6M | +19.8% | -5.3% | +25.1% | +20.3% |
| YTD | +34.9% | -6.8% | +41.7% | +31.5% |
| 1Y | +32.8% | -6.7% | +39.5% | +29.5% |
| All | +32.8% | -6.4% | +39.2% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling