-22.6%
FPS vs BG
-16.9%
-5.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.7% | -17.1% |
| 7D | -23.3% | -3.8% | -19.6% | -23.4% |
| 30D | -42.4% | -9.6% | -32.8% | -42.5% |
| 3M | -43.0% | -8.5% | -34.5% | -44.1% |
| 6M | -44.5% | -23.0% | -21.4% | -43.1% |
| All | -22.6% | -16.9% | -5.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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