-22.6%
FPS vs BBY
+53.8%
-76.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.0% | -25.3% | -14.6% |
| 7D | -23.3% | +4.5% | -27.9% | -21.3% |
| 30D | -42.4% | +16.0% | -58.4% | -39.5% |
| 3M | -43.0% | +18.6% | -61.7% | -40.0% |
| 6M | -44.5% | +80.1% | -124.5% | -39.8% |
| All | -22.6% | +53.8% | -76.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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