+332.4%
NEM vs FAST
+606.6%
-274.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.0% |
| 7D | +14.7% | +3.8% | +10.9% | +14.1% |
| 30D | +6.2% | +8.1% | -1.9% | +4.9% |
| 3M | +11.0% | +5.8% | +5.2% | +10.0% |
| 6M | +7.9% | +24.9% | -17.0% | +4.1% |
| YTD | +26.2% | +38.9% | -12.8% | +19.8% |
| 1Y | +51.5% | +36.5% | +15.0% | +44.3% |
| 3Y | +290.6% | +98.1% | +192.4% | +248.6% |
| 5Y | +153.1% | +109.3% | +43.8% | +121.8% |
| 10Y | +332.4% | +547.9% | -215.5% | +252.5% |
| All | +332.4% | +606.6% | -274.2% | +252.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling