+100.0%
FAST vs NSC
+80.6%
+19.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +5.0% | +1.6% | +3.4% | +4.3% |
| 30D | +8.6% | +4.2% | +4.4% | +6.5% |
| 3M | +6.9% | -0.2% | +7.2% | +6.8% |
| 6M | +29.6% | +7.6% | +22.0% | +24.9% |
| YTD | +41.4% | +17.4% | +24.0% | +31.0% |
| 1Y | +38.5% | +18.3% | +20.2% | +27.9% |
| All | +100.0% | +80.6% | +19.3% | +56.1% |
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