+11.4%
FPS vs RRX
-13.5%
+24.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.6% |
| 7D | +10.4% | +4.3% | +6.1% | +6.7% |
| 30D | -16.5% | -8.0% | -8.5% | -10.5% |
| 3M | -45.5% | -22.0% | -23.5% | -34.4% |
| 6M | +2.1% | -11.9% | +14.0% | +9.1% |
| All | +11.4% | -13.5% | +24.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling