+33,769.1%
NVO vs FAST
+71,032.6%
-37,263.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +2.2% | -0.4% | +2.5% | +2.2% |
| 30D | +6.0% | -0.8% | +6.8% | +6.1% |
| 3M | +7.9% | +5.8% | +2.1% | +6.9% |
| 6M | +27.1% | +8.0% | +19.1% | +25.5% |
| YTD | -3.8% | +25.6% | -29.5% | -7.1% |
| 1Y | -12.8% | +0.8% | -13.7% | -13.4% |
| 3Y | -46.3% | +86.1% | -132.4% | -51.1% |
| 5Y | +3.6% | +100.2% | -96.6% | -7.0% |
| 10Y | +157.0% | +494.2% | -337.1% | +98.5% |
| All | +33,769.1% | +71,032.6% | -37,263.4% | +17,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling