-23.6%
FPS vs MET
+30.7%
-54.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.0% | -8.8% | -9.7% |
| 7D | +21.6% | +2.1% | +19.5% | +21.2% |
| 30D | -38.8% | +1.8% | -40.6% | -38.6% |
| 3M | -42.1% | +6.0% | -48.1% | -41.9% |
| 6M | -48.5% | +31.1% | -79.6% | -53.0% |
| All | -23.6% | +30.7% | -54.3% | -34.7% |
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