-22.1%
FPS vs FTI
+15.2%
-37.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.7% | +15.3% | +15.5% |
| 7D | -8.0% | -4.3% | -3.7% | -4.1% |
| 30D | -43.5% | -8.0% | -35.5% | -39.3% |
| 3M | -41.6% | -8.0% | -33.6% | -36.8% |
| 6M | -44.0% | -8.7% | -35.4% | -40.1% |
| All | -22.1% | +15.2% | -37.3% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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