+7,449.7%
FAST vs NTAP
+23,159.9%
-15,710.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +0.5% |
| 7D | +4.3% | -2.4% | +6.7% | +4.6% |
| 30D | +8.3% | -23.4% | +31.8% | +13.2% |
| 3M | +6.5% | -7.5% | +14.0% | +7.3% |
| 6M | +29.5% | +56.4% | -26.9% | +17.3% |
| YTD | +41.3% | +73.6% | -32.4% | +25.0% |
| 1Y | +37.4% | +68.4% | -31.0% | +22.2% |
| 3Y | +98.5% | +150.6% | -52.1% | +60.8% |
| 5Y | +111.1% | +122.5% | -11.3% | +73.6% |
| 10Y | +548.6% | +589.7% | -41.2% | +325.0% |
| All | +7,449.7% | +23,159.9% | -15,710.2% | +2,090.5% |
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