-15.1%
LOW vs FPS
-13.7%
-1.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -17.3% | +24.8% | +6.7% |
| 7D | +15.6% | -23.3% | +38.9% | +14.8% |
| 30D | +28.6% | -42.4% | +71.0% | +27.7% |
| 3M | +5.8% | -43.0% | +48.9% | +5.2% |
| 6M | +3.8% | -44.5% | +48.3% | +1.4% |
| All | -15.1% | -13.7% | -1.4% | -18.8% |
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