-57.8%
NKE vs FAST
+94.6%
-152.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -0.1% | +1.3% | -1.3% | -0.4% |
| 30D | -7.7% | -4.7% | -2.9% | -6.5% |
| 3M | -10.9% | +7.9% | -18.9% | -13.0% |
| 6M | -31.9% | +7.4% | -39.3% | -33.6% |
| YTD | -38.6% | +25.1% | -63.7% | -42.5% |
| 1Y | -46.9% | +4.7% | -51.6% | -48.2% |
| All | -57.8% | +94.6% | -152.4% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling