+10,310.1%
NVDA vs FAST
+606.6%
+9,703.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -6.1% |
| 7D | -11.6% | +3.8% | -15.4% | -13.7% |
| 30D | -22.1% | +8.1% | -30.1% | -26.0% |
| 3M | -20.1% | +5.8% | -25.9% | -23.3% |
| 6M | -16.8% | +24.9% | -41.6% | -28.6% |
| YTD | -4.0% | +38.9% | -42.9% | -24.6% |
| 1Y | -4.8% | +36.5% | -41.3% | -24.6% |
| 3Y | +281.7% | +98.1% | +183.5% | +120.9% |
| 5Y | +485.4% | +109.3% | +376.1% | +226.7% |
| 10Y | +10,310.1% | +547.9% | +9,762.2% | +5,069.7% |
| All | +10,310.1% | +606.6% | +9,703.5% | +5,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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