+575.3%
FAST vs NTAP
+591.8%
-16.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | -15.1% | +17.1% | +6.4% |
| 30D | +6.9% | -28.1% | +35.0% | +16.2% |
| 3M | +4.8% | -11.4% | +16.3% | +7.0% |
| 6M | +19.8% | +52.2% | -32.4% | +2.1% |
| YTD | +34.9% | +60.4% | -25.5% | +12.5% |
| 1Y | +32.8% | +51.0% | -18.2% | +12.7% |
| 3Y | +93.7% | +135.6% | -41.8% | +34.7% |
| 5Y | +105.3% | +107.5% | -2.2% | +46.3% |
| All | +575.3% | +591.8% | -16.5% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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