-56.6%
FPS vs VG
-13.2%
-43.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.0% | -14.9% | -19.0% |
| 7D | -35.8% | -22.0% | -13.8% | -37.6% |
| 30D | -56.0% | -14.7% | -41.2% | -56.4% |
| 3M | -52.7% | -7.1% | -45.6% | -51.9% |
| 6M | -56.6% | -11.2% | -45.4% | -54.4% |
| All | -56.6% | -13.2% | -43.4% | -54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling