+1,323.1%
NVDL vs FAST
+129.7%
+1,193.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -17.5% | +5.0% | -22.5% | -19.8% |
| 30D | -49.2% | +8.6% | -57.8% | -51.6% |
| 3M | -49.0% | +6.9% | -55.9% | -51.0% |
| 6M | -50.9% | +29.6% | -80.5% | -58.1% |
| YTD | -36.7% | +41.4% | -78.1% | -50.4% |
| 1Y | -43.0% | +38.5% | -81.5% | -54.8% |
| 3Y | +281.1% | +98.7% | +182.4% | +111.0% |
| All | +1,323.1% | +129.7% | +1,193.4% | +477.9% |
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