+8.1%
FPS vs UUUU
-29.2%
+37.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.0% |
| 7D | +3.1% | -1.4% | +4.5% | +3.9% |
| 30D | -18.6% | +16.3% | -34.9% | -25.5% |
| 3M | -51.5% | -16.7% | -34.8% | -48.8% |
| 6M | -8.5% | -33.7% | +25.1% | +2.2% |
| All | +8.1% | -29.2% | +37.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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