+6.9%
FPS vs NWSA
+20.4%
-13.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.4% |
| 7D | +5.3% | -3.1% | +8.4% | +2.4% |
| 30D | -17.6% | +4.3% | -21.9% | -14.0% |
| 3M | -45.8% | +9.2% | -55.0% | -39.2% |
| 6M | -10.1% | +21.6% | -31.7% | +8.0% |
| All | +6.9% | +20.4% | -13.6% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling