-22.6%
FPS vs ROIV
+77.4%
-100.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.1% | -23.4% | -20.1% |
| 7D | -23.3% | +3.0% | -26.4% | -24.7% |
| 30D | -42.4% | +6.8% | -49.3% | -44.6% |
| 3M | -43.0% | +10.5% | -53.6% | -47.6% |
| 6M | -44.5% | +34.8% | -79.3% | -54.6% |
| All | -22.6% | +77.4% | -100.0% | -47.6% |
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