-22.1%
FPS vs REPL
+216.6%
-238.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.0% | +13.1% | +15.8% |
| 7D | -8.0% | +14.2% | -22.2% | -8.7% |
| 30D | -43.5% | +65.9% | -109.4% | -45.4% |
| 3M | -41.6% | +84.6% | -126.2% | -44.0% |
| 6M | -44.0% | +446.9% | -491.0% | -50.5% |
| All | -22.1% | +216.6% | -238.7% | -31.3% |
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