-23.7%
FPS vs BBY
+57.9%
-81.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | 0.0% |
| 7D | +13.6% | +4.5% | +9.1% | +14.4% |
| 30D | -32.4% | +16.8% | -49.2% | -29.1% |
| 3M | -41.1% | +23.2% | -64.3% | -37.8% |
| 6M | -51.4% | +91.9% | -143.3% | -46.8% |
| All | -23.7% | +57.9% | -81.6% | -17.8% |
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