-23.7%
FPS vs VO
+11.7%
-35.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | +13.6% | +3.1% | +10.5% | +3.5% |
| 30D | -32.4% | +2.2% | -34.6% | -35.5% |
| 3M | -41.1% | -2.5% | -38.6% | -33.2% |
| 6M | -51.4% | +7.0% | -58.4% | -59.2% |
| All | -23.7% | +11.7% | -35.4% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling