+547.9%
FAST vs NTAP
+608.6%
-60.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.9% |
| 7D | +3.8% | -5.0% | +8.8% | +5.1% |
| 30D | +8.1% | -25.8% | +33.8% | +16.5% |
| 3M | +5.8% | -6.9% | +12.7% | +6.5% |
| 6M | +24.9% | +50.0% | -25.1% | +7.2% |
| YTD | +38.9% | +66.9% | -28.0% | +14.6% |
| 1Y | +36.5% | +58.3% | -21.8% | +14.4% |
| 3Y | +98.1% | +145.1% | -47.0% | +36.5% |
| 5Y | +109.3% | +114.2% | -4.9% | +48.2% |
| 10Y | +547.9% | +576.6% | -28.6% | +213.6% |
| All | +547.9% | +608.6% | -60.7% | +213.6% |
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