+4.4%
FAST vs NRG
-27.1%
+31.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.5% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -6.4% | -6.8% | +0.4% | -6.3% |
| 3M | +7.1% | -7.1% | +14.2% | +6.5% |
| 6M | +7.0% | -27.6% | +34.6% | +7.3% |
| YTD | +24.1% | -29.2% | +53.3% | +24.4% |
| 1Y | +4.4% | -29.9% | +34.3% | +5.0% |
| All | +4.4% | -27.1% | +31.4% | +5.0% |
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