+200.5%
NXPI vs FAST
+606.6%
-406.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +1.5% |
| 7D | -0.3% | +3.8% | -4.2% | -2.5% |
| 30D | +12.7% | +8.1% | +4.6% | +7.5% |
| 3M | +7.5% | +5.8% | +1.7% | +3.6% |
| 6M | -12.3% | +24.9% | -37.2% | -23.9% |
| YTD | +19.7% | +38.9% | -19.2% | -4.0% |
| 1Y | +27.6% | +36.5% | -8.9% | +3.5% |
| 3Y | +50.0% | +98.1% | -48.2% | -5.8% |
| 5Y | +27.2% | +109.3% | -82.1% | -23.5% |
| 10Y | +200.5% | +547.9% | -347.4% | +22.6% |
| All | +200.5% | +606.6% | -406.1% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling