+238.2%
NEM vs FAST
+91.8%
+146.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +13.4% | +2.1% | +11.3% | +13.0% |
| 30D | +6.5% | +6.9% | -0.4% | +5.0% |
| 3M | +14.9% | +4.8% | +10.1% | +13.8% |
| 6M | +5.5% | +19.8% | -14.3% | +1.7% |
| YTD | +21.9% | +34.9% | -13.0% | +15.6% |
| 1Y | +47.9% | +32.8% | +15.1% | +40.6% |
| 3Y | +238.2% | +93.7% | +144.4% | +201.7% |
| All | +238.2% | +91.8% | +146.4% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling