+3.3%
EXC vs FPS
-55.1%
+58.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.0% | -8.9% | -1.5% |
| 7D | -1.2% | -24.5% | +23.4% | -2.5% |
| 30D | +10.0% | -52.1% | +62.0% | +6.7% |
| 3M | +1.6% | -48.4% | +50.0% | -1.2% |
| 6M | +3.3% | -54.4% | +57.6% | -2.2% |
| All | +3.3% | -55.1% | +58.4% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling