+11.4%
FPS vs MET
+21.8%
-10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +3.2% |
| 7D | +10.4% | +1.1% | +9.2% | +10.2% |
| 30D | -16.5% | -2.3% | -14.2% | -16.5% |
| 3M | -45.5% | +13.9% | -59.4% | -47.7% |
| 6M | +2.1% | +34.8% | -32.7% | -15.0% |
| All | +11.4% | +21.8% | -10.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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