+137.9%
NOK vs FAST
+91.8%
+46.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | -10.5% | +2.1% | -12.6% | -10.7% |
| 30D | -27.9% | +6.9% | -34.8% | -28.4% |
| 3M | -18.8% | +4.8% | -23.6% | -19.2% |
| 6M | -41.9% | +19.8% | -61.7% | -43.2% |
| YTD | +18.4% | +34.9% | -16.5% | +13.1% |
| 1Y | +10.9% | +32.8% | -21.9% | +6.2% |
| 3Y | +137.9% | +93.7% | +44.1% | +107.2% |
| All | +137.9% | +91.8% | +46.1% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling