-22.6%
FPS vs Q
+25.8%
-48.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.1% | -17.2% | -17.2% |
| 7D | -23.3% | -3.3% | -20.1% | -20.7% |
| 30D | -42.4% | -9.7% | -32.7% | -36.1% |
| 3M | -43.0% | -16.1% | -26.9% | -33.0% |
| 6M | -44.5% | -15.7% | -28.8% | -35.9% |
| All | -22.6% | +25.8% | -48.4% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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