+575.3%
FAST vs NSC
+320.5%
+254.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.6% |
| 7D | +2.1% | -6.6% | +8.7% | +5.6% |
| 30D | +6.9% | +2.2% | +4.7% | +5.6% |
| 3M | +4.8% | -6.2% | +11.0% | +8.1% |
| 6M | +19.8% | +1.7% | +18.1% | +18.0% |
| YTD | +34.9% | +12.2% | +22.7% | +26.1% |
| 1Y | +32.8% | +15.4% | +17.4% | +22.4% |
| 3Y | +93.7% | +73.3% | +20.4% | +40.4% |
| 5Y | +105.3% | +24.7% | +80.6% | +74.5% |
| All | +575.3% | +320.5% | +254.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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