-22.6%
FPS vs FE
+4.3%
-26.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.3% | -17.3% |
| 7D | -23.3% | +1.7% | -25.0% | -22.3% |
| 30D | -42.4% | +8.1% | -50.5% | -39.3% |
| 3M | -43.0% | -1.3% | -41.7% | -43.1% |
| 6M | -44.5% | +2.9% | -47.4% | -43.5% |
| All | -22.6% | +4.3% | -26.9% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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