+90.1%
FAST vs NSC
+70.9%
+19.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.4% | -5.5% | +5.2% | +2.0% |
| 30D | -0.8% | -3.2% | +2.4% | +0.5% |
| 3M | +5.8% | +7.7% | -1.9% | +2.4% |
| 6M | +8.0% | +4.5% | +3.5% | +5.5% |
| YTD | +25.6% | +15.6% | +10.1% | +17.9% |
| 1Y | +0.8% | +19.8% | -19.0% | -6.8% |
| All | +90.1% | +70.9% | +19.2% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling