+28.7%
V vs FPS
-14.8%
+43.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.8% | +8.6% | -1.7% |
| 7D | -0.4% | +21.6% | -22.0% | +0.8% |
| 30D | +6.3% | -38.8% | +45.1% | +4.1% |
| 3M | +17.2% | -42.1% | +59.3% | +14.6% |
| 6M | +29.2% | -48.5% | +77.7% | +25.1% |
| All | +28.7% | -14.8% | +43.5% | +24.4% |
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