+2,672.5%
NVDL vs FAST
+103.1%
+2,569.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | +7.3% | +1.3% | +6.0% | +6.5% |
| 30D | -0.7% | -4.7% | +4.1% | +2.0% |
| 3M | +9.5% | +7.9% | +1.5% | +4.2% |
| 6M | +41.6% | +7.4% | +34.2% | +34.2% |
| YTD | +23.3% | +25.1% | -1.7% | +3.8% |
| 1Y | +40.3% | +4.7% | +35.6% | +33.8% |
| 3Y | +692.2% | +94.7% | +597.5% | +321.4% |
| All | +2,672.5% | +103.1% | +2,569.4% | +1,108.8% |
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