+528.7%
FAST vs NTRS
+259.9%
+268.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.2% |
| 7D | -0.6% | +1.4% | -1.9% | -1.1% |
| 30D | -5.6% | -0.7% | -4.9% | -5.3% |
| 3M | +6.9% | +11.3% | -4.4% | +2.0% |
| 6M | +7.0% | +35.5% | -28.5% | -6.1% |
| YTD | +24.9% | +40.6% | -15.7% | +7.7% |
| 1Y | +6.5% | +49.2% | -42.7% | -10.7% |
| 3Y | +94.1% | +167.2% | -73.1% | +24.1% |
| 5Y | +107.7% | +94.9% | +12.7% | +47.8% |
| All | +528.7% | +259.9% | +268.8% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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