-23.6%
FPS vs GEN
+30.5%
-54.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.1% | -6.7% | -10.3% |
| 7D | +21.6% | -3.0% | +24.6% | +21.1% |
| 30D | -38.8% | +24.7% | -63.5% | -37.1% |
| 3M | -42.1% | +4.1% | -46.2% | -41.6% |
| 6M | -48.5% | +36.0% | -84.5% | -50.8% |
| All | -23.6% | +30.5% | -54.1% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling