+8.1%
FPS vs DECK
-23.2%
+31.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | +3.1% | -2.2% | +5.3% | +3.8% |
| 30D | -18.6% | -13.6% | -5.0% | -15.1% |
| 3M | -51.5% | -21.2% | -30.2% | -47.3% |
| 6M | -8.5% | -21.1% | +12.6% | +1.6% |
| All | +8.1% | -23.2% | +31.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling