+289.7%
NEM vs FAST
+506.5%
-216.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +23.1% | -0.8% | +23.9% | +23.3% |
| 3M | +18.5% | +5.8% | +12.7% | +17.4% |
| 6M | +7.8% | +8.0% | -0.2% | +6.3% |
| YTD | +29.1% | +25.6% | +3.5% | +24.4% |
| 1Y | +72.7% | +0.8% | +71.9% | +71.8% |
| 3Y | +248.7% | +86.1% | +162.6% | +212.8% |
| 5Y | +148.7% | +100.2% | +48.5% | +118.6% |
| All | +289.7% | +506.5% | -216.8% | +201.2% |
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