+93.7%
FAST vs NVTS
+36.9%
+56.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.5% | -9.4% | 0.0% |
| 7D | +2.1% | +1.5% | +0.5% | +2.0% |
| 30D | +6.9% | -23.8% | +30.7% | +7.2% |
| 3M | +4.8% | -30.6% | +35.4% | +5.3% |
| 6M | +19.8% | -48.4% | +68.2% | +20.5% |
| YTD | +34.9% | +20.6% | +14.3% | +33.5% |
| 1Y | +32.8% | -2.5% | +35.3% | +31.7% |
| 3Y | +93.7% | +44.0% | +49.8% | +93.9% |
| All | +93.7% | +36.9% | +56.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling