-25.9%
FPS vs ACI
-23.1%
-2.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.1% | -3.9% |
| 7D | -20.9% | -0.6% | -20.3% | -20.8% |
| 30D | -46.3% | +9.5% | -55.9% | -43.9% |
| 3M | -42.9% | +10.1% | -53.0% | -40.1% |
| 6M | -46.8% | -15.4% | -31.4% | -47.5% |
| All | -25.9% | -23.1% | -2.8% | -25.8% |
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