+6,161.3%
NKE vs FAST
+71,032.5%
-64,871.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -8.6% | -0.8% | -7.8% | -8.4% |
| 3M | -11.0% | +5.8% | -16.8% | -12.7% |
| 6M | -33.2% | +8.0% | -41.2% | -35.0% |
| YTD | -38.1% | +25.6% | -63.8% | -42.5% |
| 1Y | -47.4% | +0.8% | -48.2% | -47.9% |
| 3Y | -59.8% | +86.1% | -145.9% | -67.2% |
| 5Y | -74.2% | +100.2% | -174.4% | -79.4% |
| 10Y | -23.5% | +494.2% | -517.6% | -55.9% |
| All | +6,161.3% | +71,032.5% | -64,871.2% | +969.7% |
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 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