+72.7%
NEM vs FAST
+2.3%
+70.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +23.1% | -0.8% | +23.9% | +23.4% |
| 3M | +18.5% | +5.8% | +12.7% | +17.4% |
| 6M | +7.8% | +8.0% | -0.2% | +6.0% |
| YTD | +29.1% | +25.6% | +3.5% | +28.3% |
| 1Y | +72.7% | +0.8% | +71.9% | +65.8% |
| All | +72.7% | +2.3% | +70.3% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling