+537.5%
FAST vs NRG
+982.2%
-444.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +5.0% | +21.7% | -16.7% | +1.8% |
| 30D | +8.6% | -8.1% | +16.6% | +9.5% |
| 3M | +6.9% | -18.3% | +25.3% | +9.6% |
| 6M | +29.6% | -28.0% | +57.6% | +34.4% |
| YTD | +41.4% | -37.5% | +78.9% | +49.1% |
| 1Y | +38.5% | -41.1% | +79.6% | +47.3% |
| 3Y | +98.7% | +126.6% | -27.8% | +50.5% |
| 5Y | +108.0% | +212.3% | -104.2% | +44.1% |
| All | +537.5% | +982.2% | -444.7% | +309.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling