-22.6%
FPS vs NDAQ
+24.1%
-46.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.6% | -19.9% | -16.1% |
| 7D | -23.3% | +3.9% | -27.3% | -21.7% |
| 30D | -42.4% | +19.0% | -61.4% | -38.2% |
| 3M | -43.0% | +17.6% | -60.6% | -38.9% |
| 6M | -44.5% | +21.0% | -65.5% | -38.7% |
| All | -22.6% | +24.1% | -46.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling