-23.6%
FPS vs NOC
-18.3%
-5.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.5% | -9.9% |
| 7D | +21.6% | +4.5% | +17.1% | +22.0% |
| 30D | -38.8% | +14.1% | -52.8% | -37.5% |
| 3M | -42.1% | -4.5% | -37.7% | -41.4% |
| 6M | -48.5% | -0.8% | -47.7% | -46.9% |
| All | -23.6% | -18.3% | -5.3% | -22.6% |
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