-24.4%
NOW vs FAST
+113.6%
-137.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.6% |
| 7D | -5.6% | +4.3% | -9.8% | -7.4% |
| 30D | -26.8% | +8.3% | -35.1% | -29.8% |
| 3M | -19.4% | +6.5% | -25.9% | -22.2% |
| 6M | +12.3% | +29.5% | -17.2% | -2.0% |
| YTD | -32.9% | +41.3% | -74.2% | -46.1% |
| 1Y | -40.3% | +37.4% | -77.7% | -51.3% |
| 3Y | -19.1% | +98.5% | -117.6% | -52.9% |
| 5Y | -24.4% | +111.1% | -135.5% | -59.9% |
| All | -24.4% | +113.6% | -137.9% | -59.9% |
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