-11.2%
NKE vs FAST
+545.6%
-556.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.3% |
| 7D | +0.5% | +4.8% | -4.3% | -1.5% |
| 30D | +11.4% | +8.6% | +2.8% | +7.3% |
| 3M | -7.2% | +5.7% | -12.9% | -9.6% |
| 6M | -10.7% | +25.5% | -36.1% | -19.7% |
| YTD | -37.7% | +39.6% | -77.3% | -46.9% |
| 1Y | -34.3% | +35.5% | -69.8% | -43.3% |
| 3Y | -60.9% | +96.2% | -157.1% | -72.5% |
| 5Y | -74.8% | +110.2% | -185.0% | -83.1% |
| 10Y | -11.2% | +531.8% | -543.1% | -62.6% |
| All | -11.2% | +545.6% | -556.9% | -62.6% |
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