+72.5%
NEE vs FAST
+98.9%
-26.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -2.8% | +4.3% | -7.1% | -3.4% |
| 30D | +9.5% | +8.3% | +1.2% | +8.2% |
| 3M | +1.0% | +6.5% | -5.4% | 0.0% |
| 6M | -8.0% | +29.5% | -37.5% | -11.7% |
| YTD | +9.4% | +41.3% | -31.8% | +3.8% |
| 1Y | +3.1% | +37.4% | -34.2% | -1.8% |
| All | +72.5% | +98.9% | -26.4% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling