+406.2%
FAST vs NTR
+83.5%
+322.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.8% | +4.1% | +0.7% | +3.8% |
| 30D | +8.6% | +7.0% | +1.7% | +6.9% |
| 3M | +5.7% | +9.7% | -4.0% | +3.2% |
| 6M | +25.5% | +7.4% | +18.1% | +22.7% |
| YTD | +39.6% | +19.8% | +19.8% | +31.6% |
| 1Y | +35.5% | +25.4% | +10.1% | +26.1% |
| 3Y | +96.2% | +48.6% | +47.6% | +71.6% |
| 5Y | +110.2% | +24.0% | +86.2% | +79.8% |
| All | +406.2% | +83.5% | +322.7% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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