-22.6%
FPS vs ITW
+3.8%
-26.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.4% | -19.7% | -17.6% |
| 7D | -23.3% | +6.3% | -29.6% | -24.6% |
| 30D | -42.4% | +11.1% | -53.5% | -44.6% |
| 3M | -43.0% | +0.1% | -43.1% | -42.5% |
| 6M | -44.5% | +18.1% | -62.6% | -52.4% |
| All | -22.6% | +3.8% | -26.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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