+524.8%
FAST vs NRG
+1,065.0%
-540.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | -0.4% | -0.2% | -0.3% | -0.5% |
| 30D | -6.4% | -6.8% | +0.4% | -5.5% |
| 3M | +7.1% | -7.1% | +14.2% | +7.3% |
| 6M | +7.0% | -27.6% | +34.6% | +11.3% |
| YTD | +24.1% | -29.2% | +53.3% | +29.1% |
| 1Y | +4.4% | -29.9% | +34.3% | +8.1% |
| 3Y | +93.2% | +198.7% | -105.4% | +39.9% |
| 5Y | +106.4% | +192.9% | -86.5% | +47.5% |
| All | +524.8% | +1,065.0% | -540.3% | +272.7% |
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