-25.9%
FPS vs NDAQ
+24.4%
-50.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -4.4% |
| 7D | -20.9% | +2.9% | -23.7% | -19.9% |
| 30D | -46.3% | +17.5% | -63.8% | -42.7% |
| 3M | -42.9% | +15.4% | -58.3% | -39.1% |
| 6M | -46.8% | +24.6% | -71.4% | -41.6% |
| All | -25.9% | +24.4% | -50.4% | -19.1% |
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