+120.2%
NEM vs FAST
+106.5%
+13.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | -6.4% | +4.2% | -10.6% | -7.3% |
| 30D | +1.4% | +6.7% | -5.3% | 0.0% |
| 3M | -0.7% | +8.0% | -8.8% | -2.4% |
| 6M | -4.5% | +27.4% | -31.9% | -9.4% |
| YTD | +14.0% | +40.5% | -26.5% | +6.3% |
| 1Y | +27.3% | +38.4% | -11.1% | +19.0% |
| 3Y | +250.5% | +98.7% | +151.8% | +197.6% |
| All | +120.2% | +106.5% | +13.7% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling