-54.4%
FPS vs EXE
-12.0%
-42.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.8% | +6.8% |
| 7D | -24.5% | -6.6% | -18.0% | -26.3% |
| 30D | -52.1% | -4.0% | -48.1% | -52.5% |
| 3M | -48.4% | -7.5% | -40.9% | -50.1% |
| 6M | -54.4% | -11.7% | -42.7% | -55.0% |
| All | -54.4% | -12.0% | -42.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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