+11.4%
FPS vs FND
-31.2%
+42.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +4.1% |
| 7D | +10.4% | +0.4% | +10.0% | +10.2% |
| 30D | -16.5% | -23.6% | +7.0% | -11.7% |
| 3M | -45.5% | +4.3% | -49.9% | -46.6% |
| 6M | +2.1% | -20.3% | +22.4% | +6.9% |
| All | +11.4% | -31.2% | +42.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling