-2.9%
FIX vs FPS
-13.1%
+10.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +16.0% | -6.6% | +1.4% |
| 7D | -7.2% | -8.0% | +0.7% | -3.6% |
| 30D | -35.1% | -43.5% | +8.4% | -16.7% |
| 3M | -34.3% | -41.6% | +7.3% | -17.8% |
| 6M | -42.9% | -44.0% | +1.1% | -29.7% |
| All | -2.9% | -13.1% | +10.2% | -0.7% |
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 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