+0.1%
VT vs FPS
-55.4%
+55.6%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.9% | +14.8% | -2.5% |
| 7D | -4.2% | -35.8% | +31.6% | -1.1% |
| 30D | -5.8% | -56.0% | +50.2% | +0.2% |
| 3M | -5.2% | -52.7% | +47.4% | -0.1% |
| 6M | +0.1% | -56.6% | +56.7% | +7.3% |
| All | +0.1% | -55.4% | +55.6% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling