+203.7%
NVO vs FAST
+545.6%
-342.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +1.3% | +4.8% | -3.5% | +0.2% |
| 30D | +5.3% | +8.6% | -3.3% | +3.3% |
| 3M | -13.6% | +5.7% | -19.3% | -14.9% |
| 6M | -10.5% | +25.5% | -36.0% | -15.5% |
| YTD | -16.0% | +39.6% | -55.6% | -23.2% |
| 1Y | -7.0% | +35.5% | -42.5% | -14.2% |
| 3Y | -56.1% | +96.2% | -152.3% | -63.4% |
| 5Y | -19.0% | +110.2% | -129.2% | -34.4% |
| 10Y | +203.7% | +531.8% | -328.2% | +99.2% |
| All | +203.7% | +545.6% | -342.0% | +99.2% |
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