+51.1%
NEM vs FAST
+32.0%
+19.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.3% |
| 7D | +3.7% | +3.4% | +0.3% | +2.5% |
| 30D | +2.0% | +5.5% | -3.5% | 0.0% |
| 3M | +21.1% | +7.6% | +13.5% | +18.0% |
| 6M | +9.5% | +19.8% | -10.3% | +2.6% |
| YTD | +19.1% | +35.5% | -16.4% | +7.9% |
| 1Y | +51.1% | +31.6% | +19.5% | +38.5% |
| All | +51.1% | +32.0% | +19.1% | +38.5% |
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