-18.7%
NVO vs FAST
+110.9%
-129.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.0% |
| 7D | +2.3% | +3.8% | -1.5% | +1.5% |
| 30D | +7.1% | +8.1% | -1.0% | +5.2% |
| 3M | -11.3% | +5.8% | -17.1% | -12.5% |
| 6M | -9.0% | +24.9% | -33.9% | -13.9% |
| YTD | -14.6% | +38.9% | -53.5% | -21.9% |
| 1Y | -4.9% | +36.5% | -41.4% | -12.5% |
| 3Y | -54.9% | +98.1% | -153.0% | -62.7% |
| 5Y | -18.7% | +109.3% | -128.0% | -30.7% |
| All | -18.7% | +110.9% | -129.6% | -30.7% |
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