-22.6%
FPS vs BB
+157.6%
-180.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.0% | -24.3% | -19.3% |
| 7D | -23.3% | -6.8% | -16.5% | -21.8% |
| 30D | -42.4% | -3.5% | -38.9% | -41.5% |
| 3M | -43.0% | -1.2% | -41.8% | -42.6% |
| 6M | -44.5% | +57.0% | -101.5% | -47.1% |
| All | -22.6% | +157.6% | -180.3% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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