+13.1%
GEV vs FPS
-13.7%
+26.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -17.3% | +8.0% | -2.7% |
| 7D | -5.1% | -23.3% | +18.2% | +4.4% |
| 30D | -15.8% | -42.4% | +26.6% | +1.9% |
| 3M | -18.2% | -43.0% | +24.9% | -1.7% |
| 6M | -22.4% | -44.5% | +22.1% | -7.3% |
| All | +13.1% | -13.7% | +26.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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