+12.2%
NEE vs FAST
+100.5%
-88.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -2.2% | -0.8% | -1.4% | -2.0% |
| 3M | -1.2% | +5.8% | -6.9% | -3.0% |
| 6M | -8.6% | +8.0% | -16.5% | -11.0% |
| YTD | +6.2% | +25.6% | -19.4% | -1.6% |
| 1Y | +21.1% | +0.8% | +20.3% | +19.9% |
| 3Y | +36.4% | +86.1% | -49.7% | +4.3% |
| All | +12.2% | +100.5% | -88.3% | -20.6% |
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