-25.9%
FPS vs Z
-48.7%
+22.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.5% | +0.6% | -6.0% |
| 7D | -20.9% | -6.5% | -14.4% | -21.1% |
| 30D | -46.3% | -0.1% | -46.2% | -45.7% |
| 3M | -42.9% | -14.1% | -28.7% | -43.0% |
| 6M | -46.8% | -30.1% | -16.8% | -45.0% |
| All | -25.9% | -48.7% | +22.8% | -25.7% |
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