-22.6%
FPS vs NWSA
+24.3%
-46.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.7% | -21.1% | -12.7% |
| 7D | -23.3% | +4.3% | -27.6% | -18.5% |
| 30D | -42.4% | +5.6% | -48.0% | -37.5% |
| 3M | -43.0% | +7.3% | -50.3% | -36.4% |
| 6M | -44.5% | +18.8% | -63.3% | -31.0% |
| All | -22.6% | +24.3% | -46.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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