+210.3%
NVO vs FAST
+541.5%
-331.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -2.6% | +4.3% | -6.9% | -3.5% |
| 30D | +6.5% | +8.3% | -1.8% | +4.5% |
| 3M | -11.8% | +6.5% | -18.3% | -13.2% |
| 6M | -10.3% | +29.5% | -39.8% | -16.0% |
| YTD | -15.2% | +41.3% | -56.5% | -22.6% |
| 1Y | -12.2% | +37.4% | -49.6% | -19.3% |
| 3Y | -55.7% | +98.5% | -154.2% | -63.2% |
| 5Y | -18.7% | +111.1% | -129.9% | -34.2% |
| 10Y | +210.3% | +548.6% | -338.3% | +107.7% |
| All | +210.3% | +541.5% | -331.2% | +107.7% |
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