+31.5%
NVDA vs FPS
+24.3%
+7.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.7% |
| 7D | +3.8% | +10.4% | -6.6% | +1.6% |
| 30D | +0.8% | -16.5% | +17.3% | +4.7% |
| 3M | +8.2% | -45.5% | +53.7% | +22.5% |
| 6M | +27.1% | +2.1% | +25.0% | +22.1% |
| All | +31.5% | +24.3% | +7.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling