+11.4%
FPS vs NI
-3.7%
+15.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.8% | +2.6% |
| 7D | +10.4% | +2.3% | +8.1% | +9.5% |
| 30D | -16.5% | -1.7% | -14.9% | -16.1% |
| 3M | -45.5% | -8.0% | -37.5% | -44.9% |
| 6M | +2.1% | -8.6% | +10.7% | +2.7% |
| All | +11.4% | -3.7% | +15.1% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling