-23.6%
FPS vs OPEN
-74.9%
+51.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.5% | -0.3% | -8.2% |
| 7D | +21.6% | -31.0% | +52.6% | +27.8% |
| 30D | -38.8% | -41.5% | +2.7% | -33.3% |
| 3M | -42.1% | -64.6% | +22.5% | -27.8% |
| 6M | -48.5% | -73.8% | +25.3% | -31.5% |
| All | -23.6% | -74.9% | +51.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 5y: compounded portfolio wealth divided by compounded OPEN 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…
5y analysis · Full analysis span regression · 6 months rolling