+0.7%
FPS vs BG
+6.8%
-6.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.8% |
| 7D | -4.6% | +3.7% | -8.3% | -4.8% |
| 30D | -22.6% | +12.3% | -34.9% | -23.4% |
| 3M | -45.1% | -2.2% | -42.9% | -43.7% |
| 6M | -17.8% | +5.3% | -23.2% | -20.3% |
| All | +0.7% | +6.8% | -6.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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