+2,771.1%
NOW vs FAST
+630.8%
+2,140.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.2% |
| 6M | +24.1% | +8.0% | +16.1% | +17.9% |
| YTD | -7.8% | +25.6% | -33.4% | -19.1% |
| 1Y | -21.4% | +0.8% | -22.2% | -23.7% |
| 3Y | +19.5% | +86.1% | -66.6% | -16.4% |
| 5Y | +4.1% | +100.2% | -96.1% | -29.3% |
| 10Y | +826.4% | +494.2% | +332.2% | +289.7% |
| All | +2,771.1% | +630.8% | +2,140.4% | +1,089.7% |
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