-60.9%
NKE vs FAST
+97.8%
-158.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | -1.6% | +4.2% | -5.7% | -2.7% |
| 30D | +7.6% | +6.7% | +0.9% | +5.6% |
| 3M | -6.9% | +8.0% | -14.9% | -9.0% |
| 6M | -8.5% | +27.4% | -35.9% | -15.0% |
| YTD | -38.8% | +40.5% | -79.3% | -44.8% |
| 1Y | -40.6% | +38.4% | -78.9% | -46.1% |
| 3Y | -60.9% | +98.7% | -159.6% | -67.7% |
| All | -60.9% | +97.8% | -158.7% | -67.7% |
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