+120.9%
FAST vs NVTS
-31.5%
+152.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.3% | -8.3% | +2.6% |
| 7D | +3.8% | +20.8% | -17.0% | +3.2% |
| 30D | +8.1% | -11.1% | +19.2% | +8.3% |
| 3M | +5.8% | -31.0% | +36.8% | +6.7% |
| 6M | +24.9% | -47.4% | +72.2% | +26.1% |
| YTD | +38.9% | +34.2% | +4.7% | +35.0% |
| 1Y | +36.5% | +22.2% | +14.3% | +32.8% |
| 3Y | +98.1% | +68.4% | +29.8% | +83.2% |
| 5Y | +109.3% | -39.0% | +148.3% | +93.1% |
| All | +120.9% | -31.5% | +152.4% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling