+6.9%
FPS vs BBY
+32.1%
-25.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.2% |
| 7D | +5.3% | +1.2% | +4.2% | +5.4% |
| 30D | -17.6% | +6.8% | -24.4% | -16.9% |
| 3M | -45.8% | +18.7% | -64.5% | -45.2% |
| 6M | -10.1% | +37.3% | -47.4% | -7.6% |
| All | +6.9% | +32.1% | -25.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling