+11.4%
FPS vs BBY
+34.1%
-22.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.0% |
| 7D | +10.4% | +8.1% | +2.3% | +11.2% |
| 30D | -16.5% | +8.9% | -25.5% | -15.7% |
| 3M | -45.5% | +22.0% | -67.6% | -44.9% |
| 6M | +2.1% | +37.8% | -35.7% | +5.0% |
| All | +11.4% | +34.1% | -22.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling