+105.3%
FAST vs NOC
+56.0%
+49.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -5.8% | +7.9% | +3.3% |
| 30D | +6.9% | +10.9% | -4.0% | +4.6% |
| 3M | +4.8% | -7.1% | +11.9% | +6.2% |
| 6M | +19.8% | -5.3% | +25.1% | +20.7% |
| YTD | +34.9% | -6.8% | +41.7% | +35.4% |
| 1Y | +32.8% | -6.7% | +39.5% | +33.2% |
| 3Y | +93.7% | +17.2% | +76.6% | +82.6% |
| All | +105.3% | +56.0% | +49.3% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling