-54.4%
FPS vs UL
+12.3%
-66.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.5% | +2.1% |
| 7D | -24.5% | +1.1% | -25.7% | -21.2% |
| 30D | -52.1% | +8.2% | -60.3% | -43.3% |
| 3M | -48.4% | +4.5% | -52.9% | -41.3% |
| 6M | -54.4% | +12.6% | -66.9% | -35.5% |
| All | -54.4% | +12.3% | -66.6% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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