-23.6%
FPS vs VG
+41.5%
-65.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +4.7% | -14.6% | -9.6% |
| 7D | +21.6% | +15.1% | +6.5% | +22.7% |
| 30D | -38.8% | -4.2% | -34.6% | -39.4% |
| 3M | -42.1% | -3.1% | -39.0% | -42.5% |
| 6M | -48.5% | +0.3% | -48.8% | -47.4% |
| All | -23.6% | +41.5% | -65.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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