+101.3%
FAST vs NVD
-98.9%
+200.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | 0.0% |
| 7D | +2.1% | +16.8% | -14.8% | +2.6% |
| 30D | +6.9% | +54.3% | -47.4% | +8.4% |
| 3M | +4.8% | +24.3% | -19.4% | +5.8% |
| 6M | +19.8% | +0.6% | +19.2% | +20.4% |
| YTD | +34.9% | -27.7% | +62.6% | +34.3% |
| 1Y | +32.8% | -29.4% | +62.2% | +32.3% |
| 3Y | +93.7% | -98.8% | +192.6% | +60.2% |
| All | +101.3% | -98.9% | +200.2% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling