-32.8%
FPS vs VO
+8.3%
-41.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.1% | +7.4% |
| 7D | -24.5% | -2.6% | -22.0% | -16.6% |
| 30D | -52.1% | -0.9% | -51.1% | -49.6% |
| 3M | -48.4% | -3.0% | -45.3% | -41.2% |
| 6M | -54.4% | +2.2% | -56.6% | -55.8% |
| All | -32.8% | +8.3% | -41.1% | -46.1% |
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