+100.0%
FAST vs NRG
+126.0%
-26.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +5.0% | +21.7% | -16.7% | +4.1% |
| 30D | +8.6% | -8.1% | +16.6% | +8.8% |
| 3M | +6.9% | -18.3% | +25.3% | +7.7% |
| 6M | +29.6% | -28.0% | +57.6% | +31.1% |
| YTD | +41.4% | -37.5% | +78.9% | +43.9% |
| 1Y | +38.5% | -41.1% | +79.6% | +41.3% |
| All | +100.0% | +126.0% | -26.1% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling