-43.9%
NVDL vs FAST
+6.6%
-50.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.5% | -11.4% | -10.8% |
| 7D | -34.5% | +4.8% | -39.3% | -34.3% |
| 30D | -47.7% | +8.6% | -56.3% | -47.5% |
| 3M | -43.9% | +5.7% | -49.6% | -43.2% |
| All | -43.9% | +6.6% | -50.5% | -43.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling