+1,268.9%
NOK vs FAST
+17,139.9%
-15,871.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.6% |
| 7D | -1.4% | +3.8% | -5.3% | -2.8% |
| 30D | -21.0% | +8.1% | -29.1% | -23.5% |
| 3M | -12.6% | +5.8% | -18.4% | -14.7% |
| 6M | -36.2% | +24.9% | -61.0% | -41.9% |
| YTD | +26.4% | +38.9% | -12.5% | +9.5% |
| 1Y | +19.6% | +36.5% | -16.9% | +4.3% |
| 3Y | +152.6% | +98.1% | +54.4% | +85.2% |
| 5Y | +57.3% | +109.3% | -52.0% | +11.3% |
| 10Y | +123.8% | +547.9% | -424.1% | -2.9% |
| All | +1,268.9% | +17,139.9% | -15,871.0% | +84.5% |
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