+461.6%
FAST vs NVT
+492.6%
-31.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +5.0% | +17.4% | -12.4% | +0.3% |
| 30D | +8.6% | -28.4% | +36.9% | +17.5% |
| 3M | +6.9% | -32.4% | +39.3% | +17.0% |
| 6M | +29.6% | -32.2% | +61.7% | +40.0% |
| YTD | +41.4% | +14.0% | +27.4% | +28.1% |
| 1Y | +38.5% | +4.3% | +34.2% | +28.7% |
| 3Y | +98.7% | +131.7% | -33.0% | +31.3% |
| 5Y | +108.0% | +232.4% | -124.4% | +16.8% |
| All | +461.6% | +492.6% | -31.0% | +153.9% |
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