-22.6%
FPS vs DTE
+3.4%
-26.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.8% | -15.9% |
| 7D | -23.3% | +4.2% | -27.6% | -21.5% |
| 30D | -42.4% | +10.0% | -52.4% | -40.4% |
| 3M | -43.0% | -2.1% | -41.0% | -42.5% |
| 6M | -44.5% | -4.7% | -39.8% | -44.5% |
| All | -22.6% | +3.4% | -26.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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