+12.5%
USB vs FPS
-44.5%
+57.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.3% | +19.2% | +1.6% |
| 7D | +2.4% | -23.3% | +25.7% | +2.0% |
| 30D | +6.6% | -42.4% | +49.0% | +6.1% |
| 3M | -4.1% | -43.0% | +39.0% | -4.2% |
| 6M | +12.5% | -44.5% | +57.0% | +9.4% |
| All | +12.5% | -44.5% | +57.0% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling