+8.1%
FPS vs VYM
+9.0%
-0.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.9% |
| 7D | +3.1% | 0.0% | +3.1% | +3.2% |
| 30D | -18.6% | -0.5% | -18.0% | -16.9% |
| 3M | -51.5% | +3.0% | -54.5% | -56.4% |
| 6M | -8.5% | +8.2% | -16.7% | -29.0% |
| All | +8.1% | +9.0% | -0.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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