+4.4%
C vs FPS
-25.1%
+29.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -0.4% |
| 7D | -2.4% | -24.5% | +22.1% | +0.5% |
| 30D | -6.0% | -52.1% | +46.1% | +2.5% |
| 3M | -10.5% | -48.4% | +37.8% | -3.9% |
| 6M | -5.7% | -54.4% | +48.6% | +1.5% |
| All | +4.4% | -25.1% | +29.5% | +2.3% |
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