+108.4%
FAST vs NYT
+38.8%
+69.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -5.6% | +4.6% | -10.1% | -6.5% |
| 3M | +6.9% | -9.6% | +16.5% | +8.8% |
| 6M | +7.0% | -14.0% | +21.0% | +9.8% |
| YTD | +24.9% | -2.8% | +27.8% | +24.0% |
| 1Y | +6.5% | +15.6% | -9.1% | +0.7% |
| 3Y | +94.1% | +56.3% | +37.8% | +65.8% |
| All | +108.4% | +38.8% | +69.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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