+95.6%
FAST vs NTR
+39.8%
+55.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +0.9% |
| 7D | -0.4% | +8.1% | -8.5% | -1.3% |
| 30D | -0.8% | +18.8% | -19.5% | -2.9% |
| 3M | +5.8% | +16.2% | -10.5% | +3.6% |
| 6M | +8.0% | +9.8% | -1.8% | +6.0% |
| YTD | +25.6% | +30.9% | -5.2% | +19.5% |
| 1Y | +0.8% | +41.8% | -40.9% | -5.7% |
| All | +95.6% | +39.8% | +55.7% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling