+101.3%
NOK vs FAST
+108.2%
-6.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.3% |
| 7D | +7.3% | +1.3% | +6.0% | +6.9% |
| 30D | +13.8% | -4.7% | +18.5% | +15.2% |
| 3M | -27.0% | +7.9% | -34.9% | -28.8% |
| 6M | +37.6% | +7.4% | +30.2% | +33.8% |
| YTD | +64.6% | +25.1% | +39.5% | +52.4% |
| 1Y | +132.0% | +4.7% | +127.3% | +126.9% |
| 3Y | +183.7% | +94.7% | +89.0% | +112.3% |
| 5Y | +101.3% | +106.8% | -5.5% | +43.3% |
| All | +101.3% | +108.2% | -6.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling