+1,747.1%
NXPI vs FAST
+1,085.5%
+661.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -1.4% | -0.8% | -0.7% | -1.1% |
| 3M | -29.1% | +5.8% | -34.8% | -32.1% |
| 6M | +6.2% | +8.0% | -1.8% | -0.5% |
| YTD | +5.9% | +25.6% | -19.8% | -10.7% |
| 1Y | +2.9% | +0.8% | +2.1% | -0.2% |
| 3Y | +14.5% | +86.1% | -71.6% | -27.6% |
| 5Y | +17.1% | +100.2% | -83.2% | -29.8% |
| 10Y | +193.4% | +494.2% | -300.8% | -17.8% |
| All | +1,747.1% | +1,085.5% | +661.6% | +141.4% |
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