+6,614.3%
FAST vs NTAP
+23,420.6%
-16,806.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -0.8% | -0.5% | -0.2% | -0.8% |
| 3M | +5.8% | +4.1% | +1.7% | +4.6% |
| 6M | +8.0% | +88.0% | -80.0% | -5.1% |
| YTD | +25.6% | +75.6% | -49.9% | +11.7% |
| 1Y | +0.8% | +58.9% | -58.1% | -8.9% |
| 3Y | +86.1% | +153.6% | -67.5% | +51.3% |
| 5Y | +100.2% | +127.6% | -27.4% | +64.9% |
| 10Y | +494.2% | +580.4% | -86.2% | +292.6% |
| All | +6,614.3% | +23,420.6% | -16,806.3% | +1,856.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling