+30.3%
NVDA vs FPS
+19.2%
+11.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | 0.0% |
| 7D | -0.3% | +5.3% | -5.7% | -1.5% |
| 30D | +2.8% | -17.6% | +20.4% | +7.0% |
| 3M | +7.4% | -45.8% | +53.2% | +21.7% |
| 6M | +22.6% | -10.1% | +32.7% | +22.0% |
| All | +30.3% | +19.2% | +11.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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