+379.9%
NEM vs FAST
+541.5%
-161.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +0.3% | +4.3% | -4.0% | -0.4% |
| 30D | +1.1% | +8.3% | -7.2% | -0.2% |
| 3M | +1.3% | +6.5% | -5.2% | +0.2% |
| 6M | -1.4% | +29.5% | -30.9% | -5.5% |
| YTD | +19.4% | +41.3% | -21.8% | +13.1% |
| 1Y | +32.9% | +37.4% | -4.5% | +26.4% |
| 3Y | +267.0% | +98.5% | +168.5% | +227.0% |
| 5Y | +131.0% | +111.1% | +19.9% | +101.9% |
| 10Y | +379.9% | +548.6% | -168.7% | +280.5% |
| All | +379.9% | +541.5% | -161.6% | +280.5% |
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