-22.6%
FPS vs FTV
+12.9%
-35.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.3% | -19.6% | -17.8% |
| 7D | -23.3% | +6.6% | -29.9% | -24.7% |
| 30D | -42.4% | +19.1% | -61.5% | -45.2% |
| 3M | -43.0% | +13.1% | -56.1% | -45.2% |
| 6M | -44.5% | +14.0% | -58.5% | -45.8% |
| All | -22.6% | +12.9% | -35.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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