+8.1%
FPS vs ACI
-27.7%
+35.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.4% |
| 7D | +3.1% | +0.2% | +3.0% | +3.2% |
| 30D | -18.6% | +5.9% | -24.5% | -17.1% |
| 3M | -51.5% | -19.8% | -31.7% | -53.4% |
| 6M | -8.5% | -24.7% | +16.2% | -13.7% |
| All | +8.1% | -27.7% | +35.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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