-47.5%
FPS vs BAX
+47.2%
-94.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.4% | +13.6% | +15.9% |
| 7D | -8.0% | +9.0% | -17.0% | -7.6% |
| 30D | -43.5% | +8.5% | -52.0% | -43.1% |
| 3M | -41.6% | -4.1% | -37.5% | -40.4% |
| All | -47.5% | +47.2% | -94.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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