-22.6%
FPS vs MET
+32.0%
-54.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.5% | -17.0% |
| 7D | -23.3% | +3.9% | -27.2% | -23.0% |
| 30D | -42.4% | +6.8% | -49.2% | -42.1% |
| 3M | -43.0% | +7.7% | -50.7% | -42.8% |
| 6M | -44.5% | +32.9% | -77.4% | -49.3% |
| All | -22.6% | +32.0% | -54.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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