-48.5%
FPS vs COO
+5.1%
-53.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.2% | -8.7% | -10.1% |
| 7D | +21.6% | -2.1% | +23.7% | +20.8% |
| 30D | -38.8% | +13.9% | -52.7% | -37.6% |
| 3M | -42.1% | -18.9% | -23.2% | -43.3% |
| 6M | -48.5% | +3.7% | -52.2% | -46.0% |
| All | -48.5% | +5.1% | -53.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 6mo: compounded portfolio wealth divided by compounded COO 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…
6mo analysis · Full analysis span regression · 6 months rolling