-32.8%
FPS vs A
+33.0%
-65.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.2% | +6.2% |
| 7D | -24.5% | -0.1% | -24.5% | -24.3% |
| 30D | -52.1% | +3.4% | -55.4% | -52.0% |
| 3M | -48.4% | +23.8% | -72.2% | -50.7% |
| 6M | -54.4% | +49.0% | -103.4% | -58.4% |
| All | -32.8% | +33.0% | -65.8% | -38.7% |
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