-0.7%
GOOG vs FPS
+19.2%
-19.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.8% |
| 7D | -1.6% | +5.3% | -6.9% | -1.9% |
| 30D | -7.7% | -17.6% | +9.9% | -6.5% |
| 3M | -9.3% | -45.8% | +36.5% | -5.2% |
| 6M | +7.4% | -10.1% | +17.6% | +6.8% |
| All | -0.7% | +19.2% | -19.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling