+17.6%
NEE vs FAST
+103.6%
-86.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | +3.9% | +2.1% | +1.8% | +3.3% |
| 30D | +12.8% | +6.9% | +6.0% | +10.6% |
| 3M | +3.6% | +4.8% | -1.3% | +2.0% |
| 6M | -7.5% | +19.8% | -27.3% | -12.6% |
| YTD | +10.7% | +34.9% | -24.2% | +0.3% |
| 1Y | +9.1% | +32.8% | -23.7% | -0.7% |
| 3Y | +61.0% | +93.7% | -32.7% | +22.4% |
| All | +17.6% | +103.6% | -86.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling