-23.6%
FPS vs Z
-49.1%
+25.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.3% | -7.6% | -10.2% |
| 7D | +21.6% | -4.9% | +26.6% | +20.2% |
| 30D | -38.8% | +3.0% | -41.7% | -37.8% |
| 3M | -42.1% | -13.4% | -28.7% | -42.3% |
| 6M | -48.5% | -27.3% | -21.2% | -47.1% |
| All | -23.6% | -49.1% | +25.4% | -23.6% |
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