-13.1%
GOOG vs FPS
-13.7%
+0.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -17.3% | +20.6% | +4.2% |
| 7D | -10.7% | -23.3% | +12.6% | -9.4% |
| 30D | -16.4% | -42.4% | +26.0% | -14.1% |
| 3M | -23.4% | -43.0% | +19.6% | -21.2% |
| 6M | -24.2% | -44.5% | +20.3% | -22.0% |
| All | -13.1% | -13.7% | +0.6% | -11.6% |
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