+1,181.9%
NOK vs FAST
+16,640.8%
-15,458.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -10.5% | +2.1% | -12.6% | -11.2% |
| 30D | -27.9% | +6.9% | -34.8% | -29.9% |
| 3M | -18.8% | +4.8% | -23.6% | -20.5% |
| 6M | -41.9% | +19.8% | -61.7% | -46.3% |
| YTD | +18.4% | +34.9% | -16.5% | +3.7% |
| 1Y | +10.9% | +32.8% | -21.9% | -2.3% |
| 3Y | +137.9% | +93.7% | +44.1% | +75.8% |
| 5Y | +47.8% | +105.3% | -57.5% | +5.3% |
| 10Y | +116.4% | +595.4% | -479.0% | -8.9% |
| All | +1,181.9% | +16,640.8% | -15,458.9% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling