+533.3%
FAST vs NTRS
+189.6%
+343.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +4.2% | +3.2% | +1.0% | +2.9% |
| 30D | +6.7% | +9.6% | -2.9% | +2.8% |
| 3M | +8.0% | -6.0% | +14.0% | +10.5% |
| 6M | +27.4% | +10.4% | +17.0% | +21.7% |
| YTD | +40.5% | +32.5% | +8.0% | +23.9% |
| 1Y | +38.4% | +41.2% | -2.8% | +18.9% |
| 3Y | +98.7% | +173.4% | -74.7% | +26.4% |
| 5Y | +106.7% | +65.0% | +41.7% | +58.9% |
| All | +533.3% | +189.6% | +343.7% | +266.8% |
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