+6.9%
FPS vs TRU
+10.3%
-3.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.3% |
| 7D | +5.3% | -6.5% | +11.8% | +3.4% |
| 30D | -17.6% | -2.5% | -15.1% | -17.9% |
| 3M | -45.8% | +10.4% | -56.1% | -44.8% |
| 6M | -10.1% | +1.6% | -11.8% | -7.0% |
| All | +6.9% | +10.3% | -3.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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