-32.8%
FPS vs EXR
+18.0%
-50.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +6.7% |
| 7D | -24.5% | +5.2% | -29.7% | -22.9% |
| 30D | -52.1% | +20.9% | -73.0% | -49.7% |
| 3M | -48.4% | +7.7% | -56.1% | -46.5% |
| 6M | -54.4% | +13.2% | -67.5% | -54.2% |
| All | -32.8% | +18.0% | -50.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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