+122.4%
NOK vs FAST
+506.4%
-384.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +7.3% | +1.3% | +6.0% | +6.7% |
| 30D | +13.8% | -4.7% | +18.5% | +15.6% |
| 3M | -27.0% | +7.9% | -34.9% | -29.3% |
| 6M | +37.6% | +7.4% | +30.2% | +32.9% |
| YTD | +64.6% | +25.1% | +39.5% | +49.9% |
| 1Y | +132.0% | +4.7% | +127.3% | +125.1% |
| 3Y | +183.7% | +94.7% | +89.0% | +109.8% |
| 5Y | +101.3% | +106.8% | -5.5% | +43.0% |
| 10Y | +122.4% | +507.7% | -385.3% | +12.7% |
| All | +122.4% | +506.4% | -384.0% | +12.7% |
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