+1,258.4%
NET vs FAST
+275.5%
+982.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.7% | -7.9% |
| 7D | -21.2% | +0.7% | -21.9% | -21.5% |
| 30D | -31.1% | +4.6% | -35.8% | -33.1% |
| 3M | -16.5% | +6.4% | -22.9% | -19.6% |
| 6M | 0.0% | +20.6% | -20.6% | -11.3% |
| YTD | +24.0% | +34.7% | -10.6% | 0.0% |
| 1Y | +7.0% | +29.7% | -22.7% | -11.7% |
| 3Y | +279.6% | +89.9% | +189.6% | +127.7% |
| 5Y | +24.0% | +105.0% | -81.0% | -29.6% |
| All | +1,258.4% | +275.5% | +982.9% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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