+123.8%
NOK vs FAST
+606.6%
-482.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.8% |
| 7D | -1.4% | +3.8% | -5.3% | -2.7% |
| 30D | -21.0% | +8.1% | -29.1% | -23.2% |
| 3M | -12.6% | +5.8% | -18.4% | -14.5% |
| 6M | -36.2% | +24.9% | -61.0% | -41.3% |
| YTD | +26.4% | +38.9% | -12.5% | +11.0% |
| 1Y | +19.6% | +36.5% | -16.9% | +5.6% |
| 3Y | +152.6% | +98.1% | +54.4% | +87.2% |
| 5Y | +57.3% | +109.3% | -52.0% | +12.0% |
| 10Y | +123.8% | +547.9% | -424.1% | +11.8% |
| All | +123.8% | +606.6% | -482.8% | +11.8% |
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