+124.6%
FAST vs NVTS
-28.0%
+152.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +1.0% |
| 7D | +4.3% | +7.9% | -3.6% | +4.0% |
| 30D | +8.3% | +0.8% | +7.5% | +8.1% |
| 3M | +6.5% | -26.0% | +32.4% | +7.1% |
| 6M | +29.5% | -55.5% | +85.0% | +31.6% |
| YTD | +41.3% | +41.0% | +0.2% | +37.0% |
| 1Y | +37.4% | +10.4% | +27.0% | +34.2% |
| 3Y | +98.5% | +60.9% | +37.7% | +84.9% |
| 5Y | +111.1% | -42.8% | +153.9% | +95.6% |
| All | +124.6% | -28.0% | +152.6% | +104.5% |
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