+444.6%
NEM vs FAST
+76,279.5%
-75,834.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +13.4% | +2.1% | +11.3% | +13.2% |
| 30D | +6.5% | +6.9% | -0.4% | +5.8% |
| 3M | +14.9% | +4.8% | +10.1% | +14.4% |
| 6M | +5.5% | +19.8% | -14.3% | +3.6% |
| YTD | +21.9% | +34.9% | -13.0% | +18.3% |
| 1Y | +47.9% | +32.8% | +15.1% | +43.7% |
| 3Y | +238.2% | +93.7% | +144.4% | +215.7% |
| 5Y | +146.2% | +105.3% | +40.9% | +127.5% |
| 10Y | +309.3% | +595.4% | -286.0% | +235.2% |
| All | +444.6% | +76,279.5% | -75,834.9% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling