+8.1%
FPS vs QSR
+17.0%
-8.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.4% |
| 7D | +3.1% | +2.4% | +0.7% | +3.7% |
| 30D | -18.6% | +7.6% | -26.2% | -17.1% |
| 3M | -51.5% | +12.6% | -64.1% | -50.3% |
| 6M | -8.5% | +14.4% | -22.9% | -9.1% |
| All | +8.1% | +17.0% | -8.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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