-32.8%
FPS vs ALL
+21.7%
-54.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.4% | +1.1% |
| 7D | -24.5% | -1.9% | -22.6% | -25.6% |
| 30D | -52.1% | +13.8% | -65.9% | -43.0% |
| 3M | -48.4% | -7.0% | -41.4% | -51.2% |
| 6M | -54.4% | +18.0% | -72.4% | -42.3% |
| All | -32.8% | +21.7% | -54.5% | -13.7% |
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