-22.6%
FPS vs EXEL
+70.4%
-93.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.6% | -17.9% | -17.5% |
| 7D | -23.3% | +9.8% | -33.1% | -25.3% |
| 30D | -42.4% | +23.6% | -66.0% | -46.1% |
| 3M | -43.0% | +29.9% | -73.0% | -47.9% |
| 6M | -44.5% | +64.7% | -109.2% | -53.5% |
| All | -22.6% | +70.4% | -93.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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