+106.4%
FAST vs NTRS
+88.8%
+17.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | -0.4% | +0.3% | -0.8% | -0.6% |
| 30D | -6.4% | +0.2% | -6.6% | -6.5% |
| 3M | +7.1% | +13.2% | -6.1% | +2.4% |
| 6M | +7.0% | +36.9% | -29.9% | -4.3% |
| YTD | +24.1% | +39.1% | -15.0% | +10.2% |
| 1Y | +4.4% | +50.4% | -46.1% | -10.0% |
| 3Y | +93.2% | +166.8% | -73.6% | +34.1% |
| 5Y | +106.4% | +92.9% | +13.5% | +55.4% |
| All | +106.4% | +88.8% | +17.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling