+2.6%
XLB vs FPS
+19.2%
-16.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.8% |
| 7D | -2.9% | +5.3% | -8.3% | -3.3% |
| 30D | -3.4% | -17.6% | +14.2% | -2.3% |
| 3M | +1.6% | -45.8% | +47.4% | +5.9% |
| 6M | +3.6% | -10.1% | +13.8% | +2.5% |
| All | +2.6% | +19.2% | -16.6% | -0.8% |
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