+2,514.8%
FAST vs NRG
+1,589.2%
+925.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.7% | -0.7% |
| 7D | -0.4% | +7.1% | -7.5% | -2.0% |
| 30D | -0.8% | -1.4% | +0.6% | -0.7% |
| 3M | +5.8% | -10.5% | +16.2% | +7.1% |
| 6M | +8.0% | -26.7% | +34.7% | +13.8% |
| YTD | +25.6% | -24.5% | +50.2% | +30.7% |
| 1Y | +0.8% | -18.6% | +19.4% | +2.1% |
| 3Y | +86.1% | +227.1% | -141.0% | +24.0% |
| 5Y | +100.2% | +198.8% | -98.6% | +33.8% |
| 10Y | +494.2% | +1,122.3% | -628.1% | +152.3% |
| All | +2,514.8% | +1,589.2% | +925.7% | +911.6% |
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