-22.1%
FPS vs NDAQ
+22.7%
-44.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.3% | +14.7% | +16.5% |
| 7D | -8.0% | -0.1% | -7.9% | -7.9% |
| 30D | -43.5% | +15.9% | -59.4% | -40.0% |
| 3M | -41.6% | +15.1% | -56.7% | -38.0% |
| 6M | -44.0% | +22.9% | -66.9% | -38.9% |
| All | -22.1% | +22.7% | -44.8% | -15.4% |
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