-23.6%
FPS vs D
+11.3%
-34.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.8% | -9.0% | -10.6% |
| 7D | +21.6% | -3.1% | +24.7% | +18.3% |
| 30D | -38.8% | +8.4% | -47.1% | -34.1% |
| 3M | -42.1% | +0.2% | -42.3% | -39.2% |
| 6M | -48.5% | +9.5% | -58.0% | -44.7% |
| All | -23.6% | +11.3% | -34.9% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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