-32.8%
FPS vs ACI
-25.4%
-7.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.4% | +10.4% | +5.3% |
| 7D | -24.5% | -2.2% | -22.3% | -24.9% |
| 30D | -52.1% | +10.3% | -62.4% | -50.1% |
| 3M | -48.4% | +7.2% | -55.5% | -46.5% |
| 6M | -54.4% | -18.0% | -36.4% | -55.6% |
| All | -32.8% | -25.4% | -7.4% | -33.6% |
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