-23.7%
FPS vs RRX
-6.6%
-17.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +2.2% |
| 7D | +13.6% | +4.3% | +9.2% | +9.7% |
| 30D | -32.4% | +12.3% | -44.7% | -36.8% |
| 3M | -41.1% | +3.7% | -44.8% | -40.8% |
| 6M | -51.4% | -13.9% | -37.5% | -44.0% |
| All | -23.7% | -6.6% | -17.1% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling