+242.8%
NVDA vs FAST
+99.1%
+143.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -8.5% | +5.0% | -13.5% | -9.5% |
| 30D | -27.3% | +8.6% | -35.8% | -28.6% |
| 3M | -25.8% | +6.9% | -32.7% | -26.9% |
| 6M | -24.6% | +29.6% | -54.1% | -29.3% |
| YTD | -10.7% | +41.4% | -52.1% | -19.3% |
| 1Y | -14.0% | +38.5% | -52.6% | -21.9% |
| All | +242.8% | +99.1% | +143.8% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling