-23.7%
FPS vs ALL
+27.8%
-51.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | +0.3% |
| 7D | +13.6% | +5.0% | +8.5% | +21.8% |
| 30D | -32.4% | +13.3% | -45.7% | -18.8% |
| 3M | -41.1% | +3.2% | -44.3% | -36.1% |
| 6M | -51.4% | +25.3% | -76.8% | -33.7% |
| All | -23.7% | +27.8% | -51.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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