+11.4%
FPS vs DG
-13.1%
+24.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +2.8% |
| 7D | +10.4% | -2.5% | +12.8% | +10.2% |
| 30D | -16.5% | +1.0% | -17.5% | -16.4% |
| 3M | -45.5% | +20.3% | -65.8% | -47.0% |
| 6M | +2.1% | -11.7% | +13.8% | +24.0% |
| All | +11.4% | -13.1% | +24.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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