-32.8%
FPS vs COMP
-14.3%
-18.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.7% | -3.8% | +5.1% |
| 7D | -24.5% | +13.4% | -38.0% | -26.0% |
| 30D | -52.1% | +11.1% | -63.2% | -53.0% |
| 3M | -48.4% | -18.8% | -29.5% | -46.4% |
| 6M | -54.4% | +10.5% | -64.9% | -55.6% |
| All | -32.8% | -14.3% | -18.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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