+449.3%
NVDA vs FAST
+110.3%
+338.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | -8.5% | +5.0% | -13.5% | -11.2% |
| 30D | -27.3% | +8.6% | -35.8% | -30.9% |
| 3M | -25.8% | +6.9% | -32.7% | -28.9% |
| 6M | -24.6% | +29.6% | -54.1% | -36.3% |
| YTD | -10.7% | +41.4% | -52.1% | -30.6% |
| 1Y | -14.0% | +38.5% | -52.6% | -32.4% |
| 3Y | +244.9% | +98.7% | +146.1% | +81.6% |
| 5Y | +449.3% | +108.0% | +341.2% | +158.3% |
| All | +449.3% | +110.3% | +338.9% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling