-32.8%
FPS vs P
+49.0%
-81.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.5% | +3.4% | +4.7% |
| 7D | -24.5% | -23.8% | -0.7% | -9.5% |
| 30D | -52.1% | -36.6% | -15.5% | -35.8% |
| 3M | -48.4% | +10.9% | -59.2% | -50.8% |
| 6M | -54.4% | +30.0% | -84.3% | -62.1% |
| All | -32.8% | +49.0% | -81.8% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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