-44.5%
FPS vs FN
-52.5%
+8.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.0% | -11.3% | -13.2% |
| 7D | -23.3% | -7.0% | -16.3% | -19.0% |
| 30D | -42.4% | -24.7% | -17.7% | -30.4% |
| 3M | -43.0% | -35.7% | -7.4% | -26.8% |
| 6M | -44.5% | -52.4% | +7.9% | -19.8% |
| All | -44.5% | -52.5% | +8.0% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling