+8.1%
FPS vs REPL
+113.9%
-105.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.5% |
| 7D | +3.1% | -3.0% | +6.1% | +3.3% |
| 30D | -18.6% | +27.1% | -45.7% | -19.8% |
| 3M | -51.5% | +52.4% | -103.8% | -53.3% |
| 6M | -8.5% | +107.4% | -116.0% | -16.9% |
| All | +8.1% | +113.9% | -105.8% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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