+9.7%
FPS vs BNY
+36.3%
-26.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | +1.5% | -1.3% | +2.8% | +2.9% |
| 30D | -16.9% | -0.2% | -16.7% | -16.7% |
| 3M | -45.3% | +14.9% | -60.3% | -52.6% |
| 6M | -10.3% | +40.0% | -50.3% | -35.0% |
| All | +9.7% | +36.3% | -26.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling