+35.4%
VGT vs FPS
+12.3%
+23.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.7% | +0.2% |
| 7D | -1.0% | -4.6% | +3.5% | -0.1% |
| 30D | -0.4% | -22.6% | +22.1% | +5.0% |
| 3M | +6.6% | -45.1% | +51.7% | +19.7% |
| 6M | +31.0% | -17.8% | +48.9% | +34.8% |
| All | +35.4% | +12.3% | +23.1% | +33.2% |
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