+8.1%
FPS vs ROIV
+62.1%
-54.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.5% |
| 7D | +3.1% | +0.6% | +2.5% | +2.7% |
| 30D | -18.6% | +1.0% | -19.5% | -19.5% |
| 3M | -51.5% | +18.3% | -69.7% | -55.9% |
| 6M | -8.5% | +18.3% | -26.8% | -17.5% |
| All | +8.1% | +62.1% | -54.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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