-22.1%
FPS vs Z
-45.7%
+23.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.8% | +12.2% | +16.8% |
| 7D | -8.0% | -5.2% | -2.8% | -8.2% |
| 30D | -43.5% | +5.7% | -49.3% | -42.2% |
| 3M | -41.6% | -8.7% | -32.9% | -41.1% |
| 6M | -44.0% | -26.0% | -18.1% | -41.5% |
| All | -22.1% | -45.7% | +23.7% | -21.0% |
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