-22.6%
FPS vs BEN
+27.0%
-49.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.7% | -22.0% | -20.6% |
| 7D | -23.3% | +6.7% | -30.1% | -27.5% |
| 30D | -42.4% | +3.0% | -45.4% | -43.9% |
| 3M | -43.0% | -4.3% | -38.7% | -41.1% |
| 6M | -44.5% | +16.4% | -60.8% | -49.8% |
| All | -22.6% | +27.0% | -49.7% | -37.0% |
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