-3.5%
XLY vs FPS
+22.4%
-25.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.0% | -8.1% | +0.3% |
| 7D | -1.7% | +1.5% | -3.2% | -1.8% |
| 30D | -4.2% | -16.9% | +12.7% | -3.2% |
| 3M | -2.7% | -45.3% | +42.7% | +0.9% |
| 6M | -0.6% | -10.3% | +9.7% | -2.0% |
| All | -3.5% | +22.4% | -25.9% | -5.4% |
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