+77,018.5%
FAST vs NOC
+17,539.7%
+59,478.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +8.6% | +14.1% | -5.5% | +3.9% |
| 3M | +5.7% | -4.6% | +10.3% | +7.0% |
| 6M | +25.5% | +0.7% | +24.7% | +24.4% |
| YTD | +39.6% | -2.6% | +42.2% | +39.0% |
| 1Y | +35.5% | -1.0% | +36.5% | +34.0% |
| 3Y | +96.2% | +24.5% | +71.7% | +76.6% |
| 5Y | +110.2% | +64.3% | +45.9% | +68.2% |
| 10Y | +531.8% | +162.8% | +369.1% | +320.9% |
| All | +77,018.5% | +17,539.7% | +59,478.8% | +19,100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling