+90.1%
FAST vs NOC
+24.5%
+65.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | -0.4% | -5.2% | +4.8% | +0.5% |
| 30D | -0.8% | -7.2% | +6.4% | +0.3% |
| 3M | +5.8% | -5.1% | +10.9% | +6.5% |
| 6M | +8.0% | -31.1% | +39.1% | +14.0% |
| YTD | +25.6% | -8.6% | +34.2% | +26.3% |
| 1Y | +0.8% | -9.7% | +10.5% | +1.6% |
| All | +90.1% | +24.5% | +65.6% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling