-23.6%
FPS vs A
+31.6%
-55.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.2% | -7.6% | -8.8% |
| 7D | +21.6% | +0.7% | +20.9% | +21.8% |
| 30D | -38.8% | +0.8% | -39.6% | -38.0% |
| 3M | -42.1% | +16.9% | -59.0% | -43.7% |
| 6M | -48.5% | +53.8% | -102.3% | -53.5% |
| All | -23.6% | +31.6% | -55.2% | -29.8% |
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