+38.2%
NVDL vs FPS
+12.3%
+25.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.8% | +1.1% | -2.2% |
| 7D | -8.7% | -4.6% | -4.1% | -6.9% |
| 30D | -1.3% | -22.6% | +21.3% | +9.9% |
| 3M | +11.4% | -45.1% | +56.5% | +42.7% |
| 6M | +22.9% | -17.8% | +40.7% | +28.9% |
| All | +38.2% | +12.3% | +25.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling