-0.6%
CI vs FPS
+19.2%
-19.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.8% |
| 7D | -1.1% | +5.3% | -6.4% | -1.0% |
| 30D | +0.5% | -17.6% | +18.1% | +0.1% |
| 3M | -5.2% | -45.8% | +40.6% | -5.4% |
| 6M | +4.3% | -10.1% | +14.5% | -0.3% |
| All | -0.6% | +19.2% | -19.8% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling