+0.7%
FPS vs AUR
+55.9%
-55.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -4.5% |
| 7D | -4.6% | +0.2% | -4.7% | -4.6% |
| 30D | -22.6% | -8.9% | -13.7% | -19.3% |
| 3M | -45.1% | +4.6% | -49.7% | -46.7% |
| 6M | -17.8% | +44.9% | -62.7% | -36.2% |
| All | +0.7% | +55.9% | -55.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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