+11.4%
FPS vs RUN
-53.8%
+65.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +1.7% |
| 7D | +10.4% | +10.2% | +0.2% | +6.3% |
| 30D | -16.5% | -9.6% | -6.9% | -13.4% |
| 3M | -45.5% | -31.5% | -14.0% | -38.2% |
| 6M | +2.1% | -18.7% | +20.8% | +12.8% |
| All | +11.4% | -53.8% | +65.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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