+105.3%
FAST vs NVTS
-54.3%
+159.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.4% | +5.7% | -0.5% |
| 7D | +4.2% | +3.9% | +0.2% | +4.0% |
| 30D | +6.7% | -4.3% | +11.0% | +6.6% |
| 3M | +8.0% | -34.5% | +42.5% | +9.1% |
| 6M | +27.4% | -57.7% | +85.1% | +29.7% |
| YTD | +40.5% | +25.4% | +15.1% | +36.8% |
| 1Y | +38.4% | +13.1% | +25.2% | +35.1% |
| 3Y | +98.7% | +48.9% | +49.8% | +85.2% |
| All | +105.3% | -54.3% | +159.6% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling