-23.6%
FPS vs FN
-15.3%
-8.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.7% | -6.9% |
| 7D | +21.6% | +20.8% | +0.9% | +7.6% |
| 30D | -38.8% | -17.3% | -21.5% | -29.1% |
| 3M | -42.1% | -38.1% | -4.0% | -22.0% |
| 6M | -48.5% | -44.2% | -4.3% | -28.5% |
| All | -23.6% | -15.3% | -8.3% | -21.0% |
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