+8.1%
FPS vs RRX
-14.0%
+22.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.3% |
| 7D | +3.1% | +3.4% | -0.3% | +0.3% |
| 30D | -18.6% | -11.1% | -7.4% | -10.2% |
| 3M | -51.5% | -23.7% | -27.7% | -40.4% |
| 6M | -8.5% | -22.0% | +13.5% | +10.1% |
| All | +8.1% | -14.0% | +22.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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