-22.6%
FPS vs BN
-4.0%
-18.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.1% | -23.4% | -19.8% |
| 7D | -23.3% | +12.0% | -35.3% | -28.9% |
| 30D | -42.4% | +17.0% | -59.4% | -48.5% |
| 3M | -43.0% | -3.2% | -39.8% | -40.8% |
| 6M | -44.5% | -3.9% | -40.6% | -41.9% |
| All | -22.6% | -4.0% | -18.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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