+6.7%
VT vs FPS
-25.1%
+31.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.0% | -6.7% | -0.4% |
| 7D | -2.3% | -24.5% | +22.2% | -0.2% |
| 30D | -5.0% | -52.1% | +47.1% | +1.1% |
| 3M | -4.9% | -48.4% | +43.5% | +0.1% |
| 6M | -1.5% | -54.4% | +52.8% | +4.0% |
| All | +6.7% | -25.1% | +31.8% | +6.5% |
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