+412.2%
FAST vs NTR
+82.2%
+330.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +8.3% | +5.4% | +2.9% | +7.0% |
| 3M | +6.5% | +7.3% | -0.8% | +4.5% |
| 6M | +29.5% | +2.2% | +27.3% | +28.1% |
| YTD | +41.3% | +18.9% | +22.4% | +33.4% |
| 1Y | +37.4% | +23.7% | +13.7% | +28.3% |
| 3Y | +98.5% | +47.5% | +51.0% | +73.9% |
| 5Y | +111.1% | +22.0% | +89.1% | +81.5% |
| All | +412.2% | +82.2% | +330.1% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling