+8.1%
FPS vs BEN
+29.0%
-20.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | -0.5% |
| 7D | +3.1% | +0.2% | +2.9% | +2.9% |
| 30D | -18.6% | -0.5% | -18.0% | -18.2% |
| 3M | -51.5% | +9.7% | -61.2% | -54.7% |
| 6M | -8.5% | +33.9% | -42.4% | -26.4% |
| All | +8.1% | +29.0% | -20.9% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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