-22.6%
FPS vs CAPR
-63.0%
+40.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.3% | -25.6% | -17.7% |
| 7D | -23.3% | +43.2% | -66.5% | -24.9% |
| 30D | -42.4% | +14.7% | -57.1% | -42.9% |
| 3M | -43.0% | +113.9% | -157.0% | -46.4% |
| 6M | -44.5% | -73.4% | +28.9% | -33.1% |
| All | -22.6% | -63.0% | +40.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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