+8.1%
FPS vs MET
+24.5%
-16.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | +3.1% | +1.2% | +2.0% | +3.0% |
| 30D | -18.6% | +1.4% | -20.0% | -18.7% |
| 3M | -51.5% | +17.7% | -69.2% | -53.9% |
| 6M | -8.5% | +35.0% | -43.5% | -23.1% |
| All | +8.1% | +24.5% | -16.4% | -8.0% |
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