-23.7%
FPS vs BEN
+35.1%
-58.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.6% |
| 7D | +13.6% | +6.8% | +6.8% | +7.3% |
| 30D | -32.4% | +18.0% | -50.3% | -40.7% |
| 3M | -41.1% | +7.5% | -48.6% | -44.4% |
| 6M | -51.4% | +14.7% | -66.1% | -56.2% |
| All | -23.7% | +35.1% | -58.8% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling