+124.9%
FAST vs NVTS
-31.6%
+156.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.3% |
| 7D | +5.0% | +21.6% | -16.6% | +4.4% |
| 30D | +8.6% | -8.5% | +17.1% | +8.7% |
| 3M | +6.9% | -31.4% | +38.3% | +7.8% |
| 6M | +29.6% | -50.3% | +79.9% | +31.3% |
| YTD | +41.4% | +33.9% | +7.5% | +37.4% |
| 1Y | +38.5% | +10.6% | +27.9% | +35.3% |
| 3Y | +98.7% | +52.7% | +46.0% | +85.4% |
| 5Y | +108.0% | -48.5% | +156.5% | +93.6% |
| All | +124.9% | -31.6% | +156.5% | +105.1% |
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