+130.0%
FAST vs NXT
+229.3%
-99.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.7% |
| 7D | +4.8% | +4.0% | +0.8% | +4.5% |
| 30D | +8.6% | +15.9% | -7.3% | +7.6% |
| 3M | +5.7% | -3.0% | +8.7% | +5.6% |
| 6M | +25.5% | -20.7% | +46.2% | +26.1% |
| YTD | +39.6% | +14.6% | +25.0% | +37.4% |
| 1Y | +35.5% | -7.1% | +42.6% | +34.5% |
| 3Y | +96.2% | +189.4% | -93.2% | +81.1% |
| All | +130.0% | +229.3% | -99.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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