-26.3%
BA vs FPS
-5.5%
-20.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.4% | -13.7% | -0.2% |
| 7D | -1.4% | +9.5% | -10.9% | -2.2% |
| 30D | -7.9% | -33.8% | +25.9% | -5.1% |
| 3M | -25.2% | -34.9% | +9.7% | -22.9% |
| 6M | -26.7% | -42.9% | +16.2% | -24.3% |
| All | -26.3% | -5.5% | -20.8% | -26.9% |
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