-15.3%
FPS vs M
+19.7%
-35.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.9% | +15.3% | +14.7% |
| 7D | +9.5% | -3.3% | +12.8% | +10.4% |
| 30D | -33.8% | +8.1% | -41.8% | -35.6% |
| 3M | -34.9% | +2.2% | -37.1% | -35.7% |
| 6M | -42.9% | +35.1% | -78.0% | -50.9% |
| All | -15.3% | +19.7% | -35.0% | -20.4% |
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