+0.7%
FPS vs AU
+10.8%
-10.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.3% | -1.5% | -3.9% |
| 7D | -4.6% | -7.0% | +2.4% | -1.6% |
| 30D | -22.6% | +7.3% | -29.9% | -25.8% |
| 3M | -45.1% | +33.2% | -78.3% | -53.5% |
| 6M | -17.8% | -0.6% | -17.2% | -17.9% |
| All | +0.7% | +10.8% | -10.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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