-8.1%
FPS vs XE
-36.4%
+28.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.1% | +0.8% |
| 7D | +10.4% | +4.0% | +6.4% | +9.1% |
| 30D | -16.5% | -15.5% | -1.1% | -13.2% |
| 3M | -45.5% | -14.6% | -30.9% | -45.2% |
| All | -8.1% | -36.4% | +28.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · Available span rolling