+35.8%
TRV vs FPS
-14.8%
+50.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.8% | +10.8% | +0.4% |
| 7D | +0.1% | +21.6% | -21.6% | +1.2% |
| 30D | +8.0% | -38.8% | +46.8% | +5.9% |
| 3M | +9.3% | -42.1% | +51.4% | +6.9% |
| 6M | +36.2% | -48.5% | +84.7% | +31.5% |
| All | +35.8% | -14.8% | +50.6% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling