-24.1%
NU vs FAST
+32.0%
-56.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.0% |
| 7D | +0.2% | +3.4% | -3.3% | -0.3% |
| 30D | -21.0% | +5.5% | -26.5% | -21.7% |
| 3M | -16.3% | +7.6% | -23.9% | -17.5% |
| 6M | -15.3% | +19.8% | -35.1% | -18.7% |
| YTD | -28.4% | +35.5% | -63.8% | -36.3% |
| 1Y | -24.1% | +31.6% | -55.7% | -31.2% |
| All | -24.1% | +32.0% | -56.1% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling