+8.1%
FPS vs VO
+11.9%
-3.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +3.2% |
| 7D | +3.1% | -0.3% | +3.4% | +4.2% |
| 30D | -18.6% | -0.3% | -18.2% | -17.3% |
| 3M | -51.5% | +2.9% | -54.4% | -55.4% |
| 6M | -8.5% | +9.3% | -17.9% | -28.5% |
| All | +8.1% | +11.9% | -3.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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