+11.4%
FPS vs INDA
-7.5%
+18.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +4.8% |
| 7D | +10.4% | -1.0% | +11.4% | +11.4% |
| 30D | -16.5% | -2.5% | -14.0% | -14.2% |
| 3M | -45.5% | +4.0% | -49.5% | -47.4% |
| 6M | +2.1% | -1.8% | +3.9% | +3.7% |
| All | +11.4% | -7.5% | +18.9% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling