-50.1%
FPS vs REPL
+482.0%
-532.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.6% | -9.5% | -5.4% |
| 7D | -20.9% | +12.7% | -33.6% | -21.8% |
| 30D | -46.3% | +73.5% | -119.8% | -49.3% |
| 3M | -42.9% | +70.3% | -113.2% | -46.1% |
| All | -50.1% | +482.0% | -532.1% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling