-22.6%
FPS vs NVTS
+18.7%
-41.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +9.0% | -26.3% | -20.6% |
| 7D | -23.3% | -0.3% | -23.0% | -23.7% |
| 30D | -42.4% | -24.4% | -18.0% | -36.8% |
| 3M | -43.0% | -26.5% | -16.6% | -37.1% |
| 6M | -44.5% | -41.4% | -3.1% | -36.9% |
| All | -22.6% | +18.7% | -41.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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