-22.6%
FPS vs NVD
-42.4%
+19.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.5% | -23.8% | -13.8% |
| 7D | -23.3% | +15.0% | -38.3% | -16.3% |
| 30D | -42.4% | +39.3% | -81.7% | -29.8% |
| 3M | -43.0% | +3.1% | -46.2% | -37.9% |
| 6M | -44.5% | -19.0% | -25.5% | -41.8% |
| All | -22.6% | -42.4% | +19.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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