+8.1%
FPS vs Z
-38.8%
+46.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.3% |
| 7D | +3.1% | -3.0% | +6.1% | +2.8% |
| 30D | -18.6% | -4.2% | -14.4% | -18.6% |
| 3M | -51.5% | -3.7% | -47.8% | -50.1% |
| 6M | -8.5% | -24.5% | +16.0% | -4.7% |
| All | +8.1% | -38.8% | +46.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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