-22.1%
FPS vs NI
+4.3%
-26.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +2.1% | +14.0% | +15.4% |
| 7D | -8.0% | +0.4% | -8.4% | -8.0% |
| 30D | -43.5% | +11.3% | -54.8% | -45.3% |
| 3M | -41.6% | +6.5% | -48.1% | -42.5% |
| 6M | -44.0% | -2.3% | -41.8% | -43.5% |
| All | -22.1% | +4.3% | -26.4% | -28.3% |
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