+2,824.3%
FAST vs NRG
+1,284.9%
+1,539.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | +4.2% | +10.0% | -5.8% | +1.9% |
| 30D | +6.7% | -3.2% | +9.9% | +6.8% |
| 3M | +8.0% | -18.5% | +26.6% | +11.9% |
| 6M | +27.4% | -25.3% | +52.7% | +33.0% |
| YTD | +40.5% | -38.1% | +78.6% | +51.5% |
| 1Y | +38.4% | -40.7% | +79.1% | +50.3% |
| 3Y | +98.7% | +121.8% | -23.1% | +44.6% |
| 5Y | +106.7% | +209.2% | -102.5% | +35.0% |
| 10Y | +545.1% | +981.4% | -436.3% | +179.9% |
| All | +2,824.3% | +1,284.9% | +1,539.3% | +1,072.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling