+44.8%
NU vs FAST
+91.8%
-47.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +3.6% | +2.1% | +1.5% | +2.9% |
| 30D | -22.8% | +6.9% | -29.7% | -24.6% |
| 3M | -14.8% | +4.8% | -19.6% | -16.3% |
| 6M | -16.9% | +19.8% | -36.7% | -22.5% |
| YTD | -28.1% | +34.9% | -63.0% | -36.8% |
| 1Y | -24.5% | +32.8% | -57.3% | -33.2% |
| 3Y | +44.8% | +93.7% | -49.0% | +1.2% |
| All | +44.8% | +91.8% | -47.0% | +1.2% |
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 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