+48.4%
NU vs FAST
+76.7%
-28.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +6.0% | +1.3% | +4.7% | +5.2% |
| 30D | +10.8% | -4.7% | +15.5% | +13.7% |
| 3M | +32.2% | +7.9% | +24.2% | +25.5% |
| 6M | +5.1% | +7.4% | -2.3% | -0.4% |
| YTD | -8.4% | +25.1% | -33.5% | -21.9% |
| 1Y | +0.7% | +4.7% | -4.0% | -4.0% |
| 3Y | +125.1% | +94.7% | +30.4% | +29.9% |
| All | +48.4% | +76.7% | -28.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling