+6.8%
NOW vs FAST
+100.5%
-93.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | +20.5% | -0.8% | +21.3% | +20.9% |
| 3M | +18.3% | +5.8% | +12.6% | +14.9% |
| 6M | +24.1% | +8.0% | +16.1% | +17.2% |
| YTD | -7.8% | +25.6% | -33.4% | -21.4% |
| 1Y | -21.4% | +0.8% | -22.2% | -23.3% |
| 3Y | +19.5% | +86.1% | -66.6% | -29.9% |
| All | +6.8% | +100.5% | -93.7% | -43.2% |
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 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