+29.0%
V vs FPS
-13.1%
+42.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.0% | -16.1% | +0.7% |
| 7D | -0.8% | -8.0% | +7.2% | -1.1% |
| 30D | +9.5% | -43.5% | +53.1% | +6.7% |
| 3M | +16.7% | -41.6% | +58.3% | +14.0% |
| 6M | +32.9% | -44.0% | +77.0% | +28.8% |
| All | +29.0% | -13.1% | +42.1% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling