+11.4%
FPS vs Z
-42.8%
+54.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +2.5% |
| 7D | +10.4% | -3.3% | +13.6% | +10.1% |
| 30D | -16.5% | -3.7% | -12.8% | -16.8% |
| 3M | -45.5% | -7.0% | -38.5% | -44.5% |
| 6M | +2.1% | -29.5% | +31.6% | +5.8% |
| All | +11.4% | -42.8% | +54.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling