+6.9%
FPS vs NVD
-52.4%
+59.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -3.3% |
| 7D | +5.3% | +0.5% | +4.8% | +5.7% |
| 30D | -17.6% | -9.3% | -8.3% | -19.7% |
| 3M | -45.8% | -22.1% | -23.7% | -49.1% |
| 6M | -10.1% | -45.8% | +35.7% | -25.6% |
| All | +6.9% | -52.4% | +59.3% | -16.9% |
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