+8.1%
FPS vs VMC
-15.5%
+23.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.1% |
| 7D | +3.1% | -4.3% | +7.5% | +5.1% |
| 30D | -18.6% | -8.2% | -10.3% | -15.6% |
| 3M | -51.5% | -7.0% | -44.4% | -50.8% |
| 6M | -8.5% | -10.8% | +2.2% | -4.3% |
| All | +8.1% | -15.5% | +23.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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