-32.8%
FPS vs FN
-21.7%
-11.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +11.7% | -4.7% | -1.0% |
| 7D | -24.5% | 0.0% | -24.5% | -23.5% |
| 30D | -52.1% | -34.3% | -17.8% | -36.5% |
| 3M | -48.4% | -39.9% | -8.5% | -29.5% |
| 6M | -54.4% | -51.8% | -2.5% | -31.0% |
| All | -32.8% | -21.7% | -11.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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