-56.6%
FPS vs ACWI
+1.0%
-57.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -3.8% | -15.0% | -5.0% |
| 7D | -35.8% | -4.0% | -31.7% | -24.5% |
| 30D | -56.0% | -5.8% | -50.1% | -43.7% |
| 3M | -52.7% | -5.0% | -47.7% | -41.1% |
| 6M | -56.6% | +0.7% | -57.3% | -54.8% |
| All | -56.6% | +1.0% | -57.6% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling