+476.9%
NEM vs FAST
+71,032.6%
-70,555.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +23.1% | -0.8% | +23.9% | +23.2% |
| 3M | +18.5% | +5.8% | +12.7% | +17.8% |
| 6M | +7.8% | +8.0% | -0.2% | +6.9% |
| YTD | +29.1% | +25.6% | +3.5% | +26.2% |
| 1Y | +72.7% | +0.8% | +71.9% | +72.2% |
| 3Y | +248.7% | +86.1% | +162.6% | +226.8% |
| 5Y | +148.7% | +100.2% | +48.5% | +130.5% |
| 10Y | +304.8% | +494.2% | -189.4% | +236.3% |
| All | +476.9% | +71,032.6% | -70,555.6% | +353.2% |
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 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