+87.5%
FAST vs NVD
-99.2%
+186.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.7% |
| 7D | -0.4% | -11.1% | +10.7% | -0.7% |
| 30D | -0.8% | -13.3% | +12.5% | -1.1% |
| 3M | +5.8% | -19.8% | +25.6% | +5.4% |
| 6M | +8.0% | -48.8% | +56.8% | +6.2% |
| YTD | +25.6% | -49.7% | +75.3% | +23.6% |
| 1Y | +0.8% | -61.4% | +62.2% | -1.6% |
| 3Y | +86.1% | -99.1% | +185.2% | +51.4% |
| All | +87.5% | -99.2% | +186.7% | +52.0% |
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