+575.3%
FAST vs NWSA
+144.8%
+430.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.1% | -9.4% | +11.5% | +5.3% |
| 30D | +6.9% | -7.8% | +14.6% | +9.5% |
| 3M | +4.8% | -10.8% | +15.6% | +8.4% |
| 6M | +19.8% | +1.1% | +18.7% | +17.6% |
| YTD | +34.9% | +1.8% | +33.1% | +31.3% |
| 1Y | +32.8% | +6.0% | +26.8% | +26.9% |
| 3Y | +93.7% | +24.6% | +69.2% | +71.6% |
| 5Y | +105.3% | +13.1% | +92.2% | +83.7% |
| All | +575.3% | +144.8% | +430.5% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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