+77,018.5%
FAST vs NUE
+14,392.8%
+62,625.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.5% |
| 7D | +4.8% | -6.2% | +11.0% | +6.9% |
| 30D | +8.6% | +2.5% | +6.2% | +7.4% |
| 3M | +5.7% | -6.4% | +12.1% | +7.3% |
| 6M | +25.5% | +13.3% | +12.2% | +19.0% |
| YTD | +39.6% | +58.5% | -18.9% | +17.8% |
| 1Y | +35.5% | +81.9% | -46.4% | +9.0% |
| 3Y | +96.2% | +75.3% | +20.9% | +54.2% |
| 5Y | +110.2% | +149.9% | -39.7% | +39.0% |
| 10Y | +531.8% | +436.0% | +95.9% | +199.9% |
| All | +77,018.5% | +14,392.8% | +62,625.7% | +11,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling