+0.7%
FPS vs UUUU
-33.3%
+34.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.5% | -2.6% |
| 7D | -4.6% | -5.0% | +0.4% | -2.0% |
| 30D | -22.6% | -7.8% | -14.8% | -19.8% |
| 3M | -45.1% | -0.4% | -44.7% | -45.8% |
| 6M | -17.8% | -32.9% | +15.1% | -8.7% |
| All | +0.7% | -33.3% | +34.0% | +8.6% |
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