-32.8%
FPS vs M
+11.2%
-44.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.6% | +11.6% | +8.1% |
| 7D | -24.5% | -4.3% | -20.3% | -23.4% |
| 30D | -52.1% | +1.3% | -53.4% | -52.6% |
| 3M | -48.4% | -7.4% | -41.0% | -47.2% |
| 6M | -54.4% | +18.3% | -72.7% | -58.6% |
| All | -32.8% | +11.2% | -44.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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