+8.1%
FPS vs NWSA
+23.2%
-15.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +0.8% |
| 7D | +3.1% | -1.9% | +5.0% | +1.4% |
| 30D | -18.6% | +4.6% | -23.1% | -14.7% |
| 3M | -51.5% | +13.2% | -64.7% | -43.9% |
| 6M | -8.5% | +27.0% | -35.5% | +15.4% |
| All | +8.1% | +23.2% | -15.1% | +37.0% |
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