+15.5%
VUG vs FPS
+24.3%
-8.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.8% |
| 7D | +0.9% | +10.4% | -9.5% | -0.4% |
| 30D | -1.4% | -16.5% | +15.1% | +0.7% |
| 3M | +2.3% | -45.5% | +47.9% | +9.3% |
| 6M | +15.7% | +2.1% | +13.6% | +13.6% |
| All | +15.5% | +24.3% | -8.8% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling