+155.6%
NVO vs FAST
+506.2%
-350.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -4.7% | +1.8% | -6.5% | -5.1% |
| 30D | -5.4% | -6.4% | +1.0% | -4.0% |
| 3M | +7.0% | +5.3% | +1.6% | +5.4% |
| 6M | +17.6% | +5.4% | +12.2% | +15.6% |
| YTD | -8.0% | +23.6% | -31.6% | -13.2% |
| 1Y | -13.8% | +4.1% | -17.9% | -15.4% |
| 3Y | -50.3% | +92.4% | -142.6% | -58.2% |
| 5Y | +0.7% | +106.1% | -105.4% | -17.6% |
| 10Y | +155.6% | +524.1% | -368.5% | +74.9% |
| All | +155.6% | +506.2% | -350.6% | +74.9% |
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 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