+121.8%
FAST vs NXT
+228.5%
-106.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.2% |
| 7D | +0.7% | +24.7% | -24.1% | -0.6% |
| 30D | +4.6% | +13.0% | -8.4% | +3.8% |
| 3M | +6.4% | -0.2% | +6.6% | +6.1% |
| 6M | +20.6% | -19.3% | +39.9% | +21.1% |
| YTD | +34.7% | +14.3% | +20.4% | +32.6% |
| 1Y | +29.7% | -11.0% | +40.6% | +28.9% |
| 3Y | +89.9% | +167.8% | -77.8% | +75.9% |
| All | +121.8% | +228.5% | -106.7% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling