+6.9%
FPS vs ALL
+21.1%
-14.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.0% |
| 7D | +5.3% | -2.2% | +7.6% | +2.7% |
| 30D | -17.6% | -5.6% | -12.0% | -23.0% |
| 3M | -45.8% | +17.2% | -63.0% | -34.4% |
| 6M | -10.1% | +23.2% | -33.4% | +14.6% |
| All | +6.9% | +21.1% | -14.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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