+114.5%
FAST vs NVTS
-38.4%
+152.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.4% | -0.1% |
| 7D | +2.1% | +1.5% | +0.5% | +2.0% |
| 30D | +6.9% | -23.8% | +30.7% | +7.6% |
| 3M | +4.8% | -30.6% | +35.4% | +5.7% |
| 6M | +19.8% | -48.4% | +68.2% | +21.0% |
| YTD | +34.9% | +20.6% | +14.3% | +31.5% |
| 1Y | +32.8% | -2.5% | +35.3% | +30.1% |
| 3Y | +93.7% | +44.0% | +49.8% | +80.5% |
| 5Y | +105.3% | -42.6% | +147.9% | +89.5% |
| All | +114.5% | -38.4% | +152.9% | +96.3% |
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