-23.7%
FPS vs NWSA
+9.7%
-33.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | +1.2% |
| 7D | +13.6% | +2.2% | +11.4% | +14.7% |
| 30D | -32.4% | -8.8% | -23.6% | -34.4% |
| 3M | -41.1% | -6.5% | -34.6% | -40.8% |
| 6M | -51.4% | +1.5% | -52.9% | -46.2% |
| All | -23.7% | +9.7% | -33.4% | -7.3% |
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