+451.7%
FAST vs NVT
+487.2%
-35.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.8% | +0.9% |
| 7D | +3.8% | -7.5% | +11.3% | +5.2% |
| 30D | +8.1% | -31.5% | +39.6% | +18.5% |
| 3M | +5.8% | -30.4% | +36.2% | +14.8% |
| 6M | +24.9% | -32.5% | +57.3% | +35.1% |
| YTD | +38.9% | +12.9% | +26.0% | +26.2% |
| 1Y | +36.5% | +3.7% | +32.7% | +26.9% |
| 3Y | +98.1% | +135.8% | -37.6% | +29.9% |
| 5Y | +109.3% | +232.7% | -123.4% | +17.4% |
| All | +451.7% | +487.2% | -35.5% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling