-21.9%
NKE vs FAST
+506.2%
-528.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -2.3% | +1.8% | -4.1% | -3.1% |
| 30D | -10.4% | -6.4% | -3.9% | -7.8% |
| 3M | -15.5% | +5.3% | -20.8% | -17.6% |
| 6M | -32.6% | +5.4% | -38.0% | -34.7% |
| YTD | -39.8% | +23.6% | -63.4% | -45.7% |
| 1Y | -47.6% | +4.1% | -51.7% | -49.2% |
| 3Y | -59.0% | +92.4% | -151.4% | -70.9% |
| 5Y | -74.9% | +106.1% | -181.0% | -82.9% |
| 10Y | -21.9% | +524.1% | -546.0% | -64.2% |
| All | -21.9% | +506.2% | -528.1% | -64.2% |
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 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