-22.6%
FPS vs ACWI
+10.9%
-33.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -22.4% |
| 7D | -23.3% | -0.5% | -22.9% | -22.6% |
| 30D | -42.4% | -1.6% | -40.8% | -38.8% |
| 3M | -43.0% | -1.3% | -41.7% | -39.8% |
| 6M | -44.5% | +5.8% | -50.3% | -50.2% |
| All | -22.6% | +10.9% | -33.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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