+281.9%
NEE vs FAST
+606.6%
-324.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.9% |
| 7D | +2.2% | +3.8% | -1.7% | +1.1% |
| 30D | +12.3% | +8.1% | +4.2% | +9.8% |
| 3M | +3.4% | +5.8% | -2.4% | +1.6% |
| 6M | -5.3% | +24.9% | -30.2% | -11.4% |
| YTD | +10.6% | +38.9% | -28.4% | 0.0% |
| 1Y | +6.5% | +36.5% | -30.0% | -3.3% |
| 3Y | +73.5% | +98.1% | -24.6% | +37.9% |
| 5Y | +17.0% | +109.3% | -92.3% | -10.0% |
| 10Y | +281.9% | +547.9% | -266.0% | +141.9% |
| All | +281.9% | +606.6% | -324.7% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling