+47.7%
NVDL vs FPS
+24.3%
+23.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.1% | -7.1% | -5.3% |
| 7D | +7.3% | +10.4% | -3.1% | +2.7% |
| 30D | -0.7% | -16.5% | +15.8% | +7.1% |
| 3M | +9.5% | -45.5% | +55.0% | +40.9% |
| 6M | +41.6% | +2.1% | +39.5% | +32.6% |
| All | +47.7% | +24.3% | +23.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling