+6.9%
FPS vs UUUU
-28.9%
+35.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +5.3% | +1.8% | +3.5% | +4.4% |
| 30D | -17.6% | +1.8% | -19.4% | -18.9% |
| 3M | -45.8% | +1.3% | -47.0% | -47.1% |
| 6M | -10.1% | -26.8% | +16.7% | -4.6% |
| All | +6.9% | -28.9% | +35.7% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling