+6.9%
FPS vs Q
+32.9%
-26.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.5% |
| 7D | +5.3% | +6.6% | -1.3% | +0.2% |
| 30D | -17.6% | -6.6% | -11.0% | -13.4% |
| 3M | -45.8% | -13.2% | -32.5% | -39.9% |
| 6M | -10.1% | +9.9% | -20.1% | -18.4% |
| All | +6.9% | +32.9% | -26.1% | -14.8% |
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