+105.3%
FAST vs NSC
+23.9%
+81.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.5% |
| 7D | +2.1% | -6.6% | +8.7% | +5.3% |
| 30D | +6.9% | +2.2% | +4.7% | +5.7% |
| 3M | +4.8% | -6.2% | +11.0% | +7.7% |
| 6M | +19.8% | +1.7% | +18.1% | +18.2% |
| YTD | +34.9% | +12.2% | +22.7% | +26.9% |
| 1Y | +32.8% | +15.4% | +17.4% | +23.3% |
| 3Y | +93.7% | +73.3% | +20.4% | +44.4% |
| All | +105.3% | +23.9% | +81.4% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling