-22.6%
FPS vs NOC
-21.8%
-0.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.5% | -12.8% | -17.9% |
| 7D | -23.3% | -5.0% | -18.4% | -23.9% |
| 30D | -42.4% | +10.3% | -52.8% | -41.3% |
| 3M | -43.0% | -4.3% | -38.7% | -42.3% |
| 6M | -44.5% | -6.5% | -38.0% | -42.9% |
| All | -22.6% | -21.8% | -0.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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