-23.6%
FPS vs CAPR
-57.6%
+34.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -8.7% | -1.1% | -9.0% |
| 7D | +21.6% | +19.1% | +2.6% | +20.1% |
| 30D | -38.8% | +48.8% | -87.6% | -40.3% |
| 3M | -42.1% | +144.4% | -186.5% | -46.1% |
| 6M | -48.5% | -67.5% | +19.0% | -39.3% |
| All | -23.6% | -57.6% | +34.0% | -15.7% |
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