-27.6%
BA vs FPS
-14.8%
-12.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.8% | +8.1% | -1.1% |
| 7D | -0.6% | +21.6% | -22.2% | -2.0% |
| 30D | -8.0% | -38.8% | +30.8% | -4.8% |
| 3M | -25.8% | -42.1% | +16.3% | -23.0% |
| 6M | -27.6% | -48.5% | +20.9% | -24.7% |
| All | -27.6% | -14.8% | -12.8% | -27.7% |
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