+355.6%
FAST vs NTR
+100.5%
+255.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.1% |
| 7D | -0.4% | +8.1% | -8.5% | -2.2% |
| 30D | -0.8% | +18.8% | -19.5% | -4.8% |
| 3M | +5.8% | +16.2% | -10.5% | +1.8% |
| 6M | +8.0% | +9.8% | -1.8% | +4.6% |
| YTD | +25.6% | +30.9% | -5.2% | +16.2% |
| 1Y | +0.8% | +41.8% | -40.9% | -8.9% |
| 3Y | +86.1% | +35.8% | +50.3% | +67.2% |
| 5Y | +100.2% | +51.0% | +49.2% | +61.0% |
| All | +355.6% | +100.5% | +255.1% | +224.4% |
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