+11.4%
FPS vs UUUU
-28.5%
+39.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +2.5% |
| 7D | +10.4% | +2.8% | +7.6% | +8.9% |
| 30D | -16.5% | +3.4% | -19.9% | -18.5% |
| 3M | -45.5% | -3.9% | -41.7% | -45.8% |
| 6M | +2.1% | -23.2% | +25.3% | +5.6% |
| All | +11.4% | -28.5% | +39.9% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling