+107.2%
FAST vs NUE
+146.7%
-39.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.4% | +4.2% | -4.6% | -1.4% |
| 30D | -0.8% | -5.0% | +4.2% | +0.3% |
| 3M | +5.8% | -0.2% | +6.0% | +5.4% |
| 6M | +8.0% | +49.1% | -41.2% | -2.6% |
| YTD | +25.6% | +61.0% | -35.4% | +11.3% |
| 1Y | +0.8% | +82.5% | -81.7% | -13.7% |
| 3Y | +86.1% | +57.9% | +28.2% | +61.0% |
| All | +107.2% | +146.7% | -39.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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