+0.7%
FPS vs QSR
+11.7%
-11.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.9% |
| 7D | -4.6% | -4.7% | +0.1% | -5.6% |
| 30D | -22.6% | +4.3% | -26.9% | -21.7% |
| 3M | -45.1% | +5.4% | -50.6% | -44.4% |
| 6M | -17.8% | +8.2% | -26.0% | -18.7% |
| All | +0.7% | +11.7% | -11.0% | -1.5% |
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