-22.1%
FPS vs M
+20.2%
-42.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.1% | +7.9% | +13.4% |
| 7D | -8.0% | +2.5% | -10.5% | -8.5% |
| 30D | -43.5% | +10.1% | -53.6% | -45.5% |
| 3M | -41.6% | -0.9% | -40.7% | -41.4% |
| 6M | -44.0% | +30.2% | -74.2% | -51.0% |
| All | -22.1% | +20.2% | -42.3% | -26.8% |
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