-22.6%
FPS vs A
+34.8%
-57.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -17.7% |
| 7D | -23.3% | -2.4% | -21.0% | -22.7% |
| 30D | -42.4% | +3.6% | -46.0% | -42.7% |
| 3M | -43.0% | +27.5% | -70.5% | -46.2% |
| 6M | -44.5% | +58.5% | -103.0% | -51.3% |
| All | -22.6% | +34.8% | -57.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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