+4.7%
FAST vs NVD
-61.7%
+66.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | +1.3% | -7.7% | +8.9% | +1.4% |
| 30D | -4.7% | -5.8% | +1.0% | -4.7% |
| 3M | +7.9% | -23.2% | +31.1% | +8.2% |
| 6M | +7.4% | -49.7% | +57.2% | +8.0% |
| YTD | +25.1% | -47.7% | +72.8% | +24.6% |
| 1Y | +4.7% | -61.3% | +66.0% | +5.1% |
| All | +4.7% | -61.7% | +66.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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