-22.6%
FPS vs REPL
+194.3%
-216.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.3% |
| 7D | -23.3% | +28.8% | -52.2% | -24.6% |
| 30D | -42.4% | +57.3% | -99.8% | -44.2% |
| 3M | -43.0% | +73.6% | -116.6% | -45.2% |
| 6M | -44.5% | +582.8% | -627.3% | -50.6% |
| All | -22.6% | +194.3% | -216.9% | -31.5% |
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