+6.9%
FPS vs IT
+9.3%
-2.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.6% |
| 7D | +5.3% | -9.1% | +14.5% | +2.2% |
| 30D | -17.6% | -12.2% | -5.4% | -20.5% |
| 3M | -45.8% | +7.8% | -53.6% | -41.2% |
| 6M | -10.1% | +2.0% | -12.1% | -0.4% |
| All | +6.9% | +9.3% | -2.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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