+11.4%
FPS vs RRC
+15.6%
-4.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.0% |
| 7D | +10.4% | -1.2% | +11.6% | +10.0% |
| 30D | -16.5% | +9.4% | -26.0% | -14.1% |
| 3M | -45.5% | +7.4% | -52.9% | -43.3% |
| 6M | +2.1% | +1.5% | +0.6% | +6.3% |
| All | +11.4% | +15.6% | -4.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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