+105.3%
FAST vs NSC
+31.3%
+74.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | +4.2% | +2.5% | +1.7% | +3.0% |
| 30D | +6.7% | +1.7% | +5.0% | +5.7% |
| 3M | +8.0% | -2.6% | +10.6% | +9.1% |
| 6M | +27.4% | +6.4% | +21.0% | +23.1% |
| YTD | +40.5% | +15.5% | +25.0% | +30.4% |
| 1Y | +38.4% | +17.6% | +20.8% | +27.4% |
| 3Y | +98.7% | +75.0% | +23.7% | +47.4% |
| All | +105.3% | +31.3% | +74.1% | +71.4% |
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 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