-22.6%
FPS vs NVT
-0.1%
-22.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.7% | -4.6% | -2.6% |
| 7D | -23.3% | -19.5% | -3.9% | -0.8% |
| 30D | -42.4% | -32.4% | -10.0% | -8.4% |
| 3M | -43.0% | -30.3% | -12.7% | -12.2% |
| 6M | -44.5% | -30.4% | -14.0% | -13.5% |
| All | -22.6% | -0.1% | -22.6% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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