+29.2%
V vs FPS
-25.1%
+54.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | +0.4% |
| 7D | +2.2% | -24.5% | +26.7% | +0.8% |
| 30D | +13.6% | -52.1% | +65.7% | +9.6% |
| 3M | +14.3% | -48.4% | +62.7% | +11.0% |
| 6M | +33.1% | -54.4% | +87.5% | +27.8% |
| All | +29.2% | -25.1% | +54.3% | +23.8% |
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