+0.8%
FAST vs NRG
-18.6%
+19.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | +0.6% |
| 7D | -0.4% | +7.1% | -7.5% | -0.5% |
| 30D | -0.8% | -1.4% | +0.6% | -0.8% |
| 3M | +5.8% | -10.5% | +16.2% | +5.6% |
| 6M | +8.0% | -26.7% | +34.7% | +8.3% |
| YTD | +25.6% | -24.5% | +50.2% | +25.7% |
| 1Y | +0.8% | -18.6% | +19.4% | +0.4% |
| All | +0.8% | -18.6% | +19.4% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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