+1,921.9%
NXPI vs FAST
+1,172.9%
+749.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -4.4% | +2.1% | -6.4% | -5.6% |
| 30D | +5.6% | +6.9% | -1.3% | +1.0% |
| 3M | +7.6% | +4.8% | +2.8% | +4.0% |
| 6M | -17.6% | +19.8% | -37.3% | -27.3% |
| YTD | +15.9% | +34.9% | -19.0% | -6.8% |
| 1Y | +22.4% | +32.8% | -10.4% | -0.5% |
| 3Y | +43.2% | +93.7% | -50.5% | -11.5% |
| 5Y | +21.4% | +105.3% | -83.9% | -28.4% |
| 10Y | +186.8% | +595.4% | -408.6% | -27.9% |
| All | +1,921.9% | +1,172.9% | +749.0% | +152.0% |
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