+0.6%
NVO vs FAST
+108.2%
-107.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | -3.2% | -4.7% | +1.5% | -2.2% |
| 3M | +11.5% | +7.9% | +3.6% | +9.2% |
| 6M | +22.9% | +7.4% | +15.5% | +20.2% |
| YTD | -6.8% | +25.1% | -31.9% | -12.6% |
| 1Y | -12.6% | +4.7% | -17.3% | -14.4% |
| 3Y | -49.6% | +94.7% | -144.3% | -58.3% |
| 5Y | +0.6% | +106.8% | -106.2% | -15.7% |
| All | +0.6% | +108.2% | -107.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling