-25.9%
FPS vs A
+35.3%
-61.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.3% |
| 7D | -20.9% | +1.4% | -22.2% | -21.0% |
| 30D | -46.3% | +4.3% | -50.6% | -46.5% |
| 3M | -42.9% | +19.8% | -62.7% | -45.2% |
| 6M | -46.8% | +54.4% | -101.2% | -52.2% |
| All | -25.9% | +35.3% | -61.3% | -32.9% |
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