+1,377.5%
NVDL vs FAST
+126.7%
+1,250.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.5% | -11.4% | -11.2% |
| 7D | -34.5% | +4.8% | -39.3% | -36.3% |
| 30D | -47.7% | +8.6% | -56.3% | -50.2% |
| 3M | -43.9% | +5.7% | -49.6% | -45.8% |
| 6M | -46.4% | +25.5% | -71.9% | -53.4% |
| YTD | -34.3% | +39.6% | -73.9% | -48.2% |
| 1Y | -44.0% | +35.5% | -79.5% | -55.0% |
| 3Y | +295.7% | +96.2% | +199.5% | +120.6% |
| All | +1,377.5% | +126.7% | +1,250.8% | +504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling