+2,622.7%
NVDL vs FAST
+100.7%
+2,522.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.1% |
| 7D | -0.8% | +1.8% | -2.6% | -1.8% |
| 30D | +3.4% | -6.4% | +9.8% | +7.3% |
| 3M | +8.1% | +5.3% | +2.8% | +4.4% |
| 6M | +31.9% | +5.4% | +26.5% | +26.4% |
| YTD | +21.1% | +23.6% | -2.5% | +2.6% |
| 1Y | +34.0% | +4.1% | +30.0% | +28.1% |
| 3Y | +677.9% | +92.4% | +585.6% | +316.6% |
| All | +2,622.7% | +100.7% | +2,522.0% | +1,095.2% |
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 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