+48.8%
NU vs FAST
+77.5%
-28.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.4% |
| 7D | +7.5% | -0.4% | +7.8% | +7.6% |
| 30D | +6.1% | -0.8% | +6.9% | +6.3% |
| 3M | +26.8% | +5.8% | +21.1% | +22.0% |
| 6M | +2.5% | +8.0% | -5.5% | -3.2% |
| YTD | -8.2% | +25.6% | -33.8% | -21.9% |
| 1Y | +3.4% | +0.8% | +2.6% | +1.1% |
| 3Y | +116.2% | +86.1% | +30.1% | +30.1% |
| All | +48.8% | +77.5% | -28.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling