+33.9%
NXPI vs FAST
+110.4%
-76.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.7% |
| 7D | -0.5% | +4.8% | -5.3% | -3.2% |
| 30D | +15.0% | +8.6% | +6.4% | +9.2% |
| 3M | +12.6% | +5.7% | +6.9% | +8.5% |
| 6M | -10.6% | +25.5% | -36.0% | -23.0% |
| YTD | +22.1% | +39.6% | -17.5% | -4.0% |
| 1Y | +29.8% | +35.5% | -5.7% | +4.3% |
| 3Y | +47.8% | +96.2% | -48.4% | -13.2% |
| 5Y | +33.9% | +110.2% | -76.3% | -28.9% |
| All | +33.9% | +110.4% | -76.5% | -28.9% |
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