+7,238.0%
NEE vs FAST
+71,032.6%
-63,794.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -2.2% | -0.8% | -1.4% | -2.1% |
| 3M | -1.2% | +5.8% | -6.9% | -2.1% |
| 6M | -8.6% | +8.0% | -16.5% | -9.8% |
| YTD | +6.2% | +25.6% | -19.4% | +2.4% |
| 1Y | +21.1% | +0.8% | +20.3% | +20.4% |
| 3Y | +36.4% | +86.1% | -49.7% | +23.2% |
| 5Y | +11.4% | +100.2% | -88.8% | -0.7% |
| 10Y | +250.0% | +494.2% | -244.2% | +168.0% |
| All | +7,238.0% | +71,032.6% | -63,794.6% | +4,044.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling