+98.9%
FAST vs NVTS
-14.2%
+113.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.3% | +9.7% | -8.4% | +1.0% |
| 30D | -4.7% | -13.6% | +8.9% | -4.4% |
| 3M | +7.9% | -51.0% | +58.9% | +9.9% |
| 6M | +7.4% | +46.3% | -38.9% | +4.8% |
| YTD | +25.1% | +68.1% | -43.0% | +21.0% |
| 1Y | +4.7% | +113.9% | -109.2% | -0.4% |
| 3Y | +94.7% | +45.3% | +49.4% | +84.9% |
| All | +98.9% | -14.2% | +113.1% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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