+8.1%
FPS vs FTV
-6.0%
+14.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +2.7% |
| 7D | +3.1% | -4.6% | +7.7% | +4.3% |
| 30D | -18.6% | -7.2% | -11.4% | -17.1% |
| 3M | -51.5% | -7.3% | -44.2% | -49.8% |
| 6M | -8.5% | -1.6% | -6.9% | -10.3% |
| All | +8.1% | -6.0% | +14.1% | +5.0% |
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