-22.6%
FPS vs NI
+4.8%
-27.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -17.4% |
| 7D | -23.3% | +3.9% | -27.3% | -23.9% |
| 30D | -42.4% | +15.3% | -57.7% | -44.9% |
| 3M | -43.0% | +2.4% | -45.4% | -43.3% |
| 6M | -44.5% | -4.5% | -40.0% | -42.8% |
| All | -22.6% | +4.8% | -27.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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