-7.4%
F vs FPS
-17.4%
+10.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.0% | +3.0% | -1.6% |
| 7D | -0.2% | -20.9% | +20.6% | +1.1% |
| 30D | +0.9% | -46.3% | +47.2% | +5.9% |
| 3M | -11.3% | -42.9% | +31.5% | -7.7% |
| 6M | +2.0% | -46.8% | +48.8% | +7.0% |
| All | -7.4% | -17.4% | +10.0% | -8.1% |
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