-22.8%
NU vs FAST
+36.2%
-59.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.2% | +2.3% |
| 7D | +6.4% | +3.8% | +2.5% | +5.7% |
| 30D | -23.3% | +8.1% | -31.4% | -24.3% |
| 3M | -10.7% | +5.8% | -16.5% | -11.5% |
| 6M | -10.4% | +24.9% | -35.3% | -14.5% |
| YTD | -26.2% | +38.9% | -65.1% | -34.3% |
| All | -22.8% | +36.2% | -59.1% | -29.9% |
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