+8.1%
FPS vs RUN
-55.4%
+63.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +3.1% | +1.3% | +1.9% | +2.5% |
| 30D | -18.6% | -15.3% | -3.3% | -13.7% |
| 3M | -51.5% | -40.0% | -11.4% | -42.6% |
| 6M | -8.5% | -27.0% | +18.4% | +3.2% |
| All | +8.1% | -55.4% | +63.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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