+3.4%
NU vs FAST
+2.3%
+1.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.1% |
| 7D | +7.5% | -0.4% | +7.8% | +7.5% |
| 30D | +6.1% | -0.8% | +6.9% | +6.2% |
| 3M | +26.8% | +5.8% | +21.1% | +25.2% |
| 6M | +2.5% | +8.0% | -5.5% | +0.2% |
| YTD | -8.2% | +25.6% | -33.8% | -14.6% |
| 1Y | +3.4% | +0.8% | +2.6% | +2.8% |
| All | +3.4% | +2.3% | +1.0% | +2.8% |
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