-8.5%
FPS vs FND
-24.6%
+16.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +2.0% |
| 7D | +3.1% | -5.2% | +8.4% | +4.4% |
| 30D | -18.6% | -19.9% | +1.3% | -14.1% |
| 3M | -51.5% | +2.7% | -54.2% | -52.2% |
| 6M | -8.5% | -21.7% | +13.2% | +5.3% |
| All | -8.5% | -24.6% | +16.0% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling