+69,298.0%
FAST vs NTRS
+7,693.4%
+61,604.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | +0.4% | -0.7% | -0.5% |
| 30D | -0.8% | +1.7% | -2.5% | -1.5% |
| 3M | +5.8% | +8.9% | -3.1% | +1.9% |
| 6M | +8.0% | +30.6% | -22.6% | -3.7% |
| YTD | +25.6% | +38.7% | -13.1% | +9.0% |
| 1Y | +0.8% | +48.1% | -47.3% | -15.0% |
| 3Y | +86.1% | +165.5% | -79.4% | +20.6% |
| 5Y | +100.2% | +85.6% | +14.6% | +45.9% |
| 10Y | +494.2% | +246.1% | +248.1% | +218.9% |
| All | +69,298.0% | +7,693.4% | +61,604.6% | +10,084.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling